+334.3%
SPGI vs VRTX
+519.5%
-185.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.9% | -0.4% | -0.4% | -0.7% |
| 30D | +15.5% | +8.0% | +7.5% | +13.1% |
| 3M | +15.7% | +11.0% | +4.6% | +12.2% |
| 6M | +19.1% | +28.2% | -9.1% | +11.0% |
| YTD | -4.1% | +21.5% | -25.6% | -9.7% |
| 1Y | +1.2% | +34.5% | -33.3% | -7.4% |
| 3Y | +31.6% | +49.5% | -17.9% | +13.2% |
| 5Y | +12.4% | +188.3% | -175.8% | -21.6% |
| 10Y | +334.3% | +493.1% | -158.8% | +179.4% |
| All | +334.3% | +519.5% | -185.2% | +179.4% |
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