+186.8%
SO vs VRTX
+519.5%
-332.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | +8.6% | +8.0% | +0.6% | +7.2% |
| 3M | +1.8% | +11.0% | -9.3% | 0.0% |
| 6M | +3.6% | +28.2% | -24.5% | -0.6% |
| YTD | +9.9% | +21.5% | -11.6% | +6.0% |
| 1Y | +5.7% | +34.5% | -28.8% | +0.2% |
| 3Y | +52.5% | +49.5% | +3.0% | +39.5% |
| 5Y | +77.3% | +188.3% | -111.0% | +43.6% |
| 10Y | +186.8% | +493.1% | -306.3% | +135.3% |
| All | +186.8% | +519.5% | -332.7% | +135.3% |
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