+155.9%
SO vs VRTX
+452.7%
-296.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.5% |
| 7D | +1.0% | -3.4% | +4.4% | +1.5% |
| 30D | -3.2% | +6.6% | -9.8% | -4.2% |
| 3M | -1.7% | +19.4% | -21.1% | -4.4% |
| 6M | -7.2% | +15.8% | -23.0% | -9.5% |
| YTD | +4.6% | +16.7% | -12.1% | +1.7% |
| 1Y | +1.2% | +33.8% | -32.6% | -3.8% |
| 3Y | +45.3% | +54.2% | -8.9% | +32.7% |
| 5Y | +58.7% | +176.4% | -117.7% | +30.9% |
| 10Y | +155.9% | +443.5% | -287.7% | +119.7% |
| All | +155.9% | +452.7% | -296.9% | +119.7% |
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