+88.9%
SMR vs VRTX
+53.6%
+35.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.2% | +18.4% | +16.0% |
| 7D | +21.4% | -3.4% | +24.8% | +22.3% |
| 30D | +13.8% | +6.6% | +7.2% | +11.8% |
| 3M | +3.9% | +19.4% | -15.5% | -1.5% |
| 6M | -4.2% | +15.8% | -20.0% | -8.5% |
| YTD | -21.1% | +16.7% | -37.8% | -24.8% |
| 1Y | -67.1% | +33.8% | -100.9% | -69.9% |
| 3Y | +88.9% | +54.2% | +34.7% | +34.4% |
| All | +88.9% | +53.6% | +35.2% | +34.4% |
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