+1.5%
SMR vs VRTX
+124.5%
-123.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.3% |
| 7D | +4.7% | -7.8% | +12.5% | +6.5% |
| 30D | +3.2% | -2.8% | +6.1% | +3.8% |
| 3M | +9.9% | +18.1% | -8.2% | +5.4% |
| 6M | -15.1% | +3.1% | -18.2% | -16.0% |
| YTD | -27.9% | +13.5% | -41.4% | -30.3% |
| 1Y | -70.2% | +32.4% | -102.7% | -72.2% |
| 3Y | +72.5% | +50.0% | +22.5% | +52.3% |
| All | +1.5% | +124.5% | -123.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VRTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling