+231.7%
SPOT vs VRTX
+51.7%
+180.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -6.5% | -6.4% | -0.1% | -5.7% |
| 30D | +2.2% | -0.5% | +2.7% | +2.3% |
| 3M | +5.4% | +16.9% | -11.5% | +3.6% |
| 6M | -4.0% | +13.1% | -17.1% | -5.4% |
| YTD | -9.9% | +14.9% | -24.9% | -11.6% |
| 1Y | -27.3% | +31.4% | -58.7% | -30.0% |
| All | +231.7% | +51.7% | +180.0% | +204.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling