+311.2%
SPY vs VRTX
+450.9%
-139.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -2.0% | -7.8% | +5.8% | -0.1% |
| 30D | -1.7% | -2.8% | +1.2% | -1.1% |
| 3M | +4.7% | +18.1% | -13.4% | +0.4% |
| 6M | +12.5% | +3.1% | +9.4% | +11.2% |
| YTD | +11.7% | +13.5% | -1.8% | +7.6% |
| 1Y | +17.5% | +32.4% | -14.9% | +8.8% |
| 3Y | +76.6% | +50.0% | +26.6% | +54.2% |
| 5Y | +82.0% | +172.9% | -90.8% | +34.6% |
| All | +311.2% | +450.9% | -139.6% | +189.6% |
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