+5,488.5%
SO vs VRTX
+11,869.8%
-6,381.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | -0.2% | +0.8% | -1.0% | -0.2% |
| 30D | -4.6% | +12.6% | -17.2% | -5.1% |
| 3M | -3.0% | +23.6% | -26.7% | -4.0% |
| 6M | -8.3% | +14.3% | -22.5% | -8.9% |
| YTD | +3.5% | +20.5% | -16.9% | +2.6% |
| 1Y | -0.9% | +37.6% | -38.5% | -2.5% |
| 3Y | +45.4% | +55.5% | -10.2% | +41.9% |
| 5Y | +59.6% | +175.7% | -116.1% | +51.9% |
| 10Y | +156.6% | +474.2% | -317.6% | +137.2% |
| All | +5,488.5% | +11,869.8% | -6,381.2% | +4,261.5% |
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