+5,756.8%
SO vs VRTX
+11,891.0%
-6,134.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -1.5% | -2.1% | +0.6% | -1.4% |
| 30D | +8.1% | +8.2% | -0.1% | +7.7% |
| 3M | +0.2% | +13.0% | -12.8% | -0.4% |
| 6M | +0.4% | +27.9% | -27.5% | -0.8% |
| YTD | +8.5% | +20.7% | -12.2% | +7.5% |
| 1Y | +4.9% | +31.4% | -26.5% | +3.5% |
| 3Y | +47.9% | +41.8% | +6.1% | +44.9% |
| 5Y | +75.7% | +183.7% | -108.0% | +67.0% |
| 10Y | +178.0% | +592.9% | -414.9% | +155.4% |
| All | +5,756.8% | +11,891.0% | -6,134.2% | +4,469.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling