+13,240.9%
SPGI vs VRTX
+11,869.8%
+1,371.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -1.3% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +8.4% | +12.6% | -4.2% | +6.9% |
| 3M | +11.8% | +23.6% | -11.8% | +9.2% |
| 6M | +5.7% | +14.3% | -8.6% | +4.0% |
| YTD | -9.7% | +20.5% | -30.1% | -11.7% |
| 1Y | -12.5% | +37.6% | -50.0% | -15.7% |
| 3Y | +21.8% | +55.5% | -33.7% | +14.7% |
| 5Y | +8.2% | +175.7% | -167.6% | -4.6% |
| 10Y | +309.5% | +474.2% | -164.7% | +232.1% |
| All | +13,240.9% | +11,869.8% | +1,371.2% | +7,655.1% |
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