+101.7%
SMR vs VRTX
+44.3%
+57.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -8.3% | -1.6% | -6.7% | -8.0% |
| 30D | -20.1% | +8.0% | -28.1% | -21.2% |
| 3M | -52.7% | +4.3% | -57.0% | -53.1% |
| 6M | -61.0% | +18.9% | -79.9% | -62.5% |
| YTD | -67.1% | +18.8% | -85.9% | -68.4% |
| 1Y | -79.9% | +24.0% | -103.8% | -80.8% |
| 3Y | +101.7% | +42.1% | +59.6% | +68.9% |
| All | +101.7% | +44.3% | +57.4% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling