+7.5%
SMR vs VRTX
+127.4%
-119.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | +13.1% | -6.4% | +19.5% | +14.6% |
| 30D | +17.8% | -0.5% | +18.3% | +17.9% |
| 3M | +8.1% | +16.9% | -8.8% | +4.0% |
| 6M | -11.1% | +13.1% | -24.2% | -13.9% |
| YTD | -23.7% | +14.9% | -38.7% | -26.4% |
| 1Y | -69.4% | +31.4% | -100.8% | -71.4% |
| 3Y | +82.6% | +51.9% | +30.7% | +60.8% |
| All | +7.5% | +127.4% | -119.9% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling