+2,956.9%
SPY vs VRTX
+11,122.4%
-8,165.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.7% | -2.1% | -0.6% | -2.5% |
| 30D | -5.4% | +8.2% | -13.6% | -6.4% |
| 3M | -4.1% | +13.0% | -17.1% | -5.6% |
| 6M | +0.7% | +27.9% | -27.2% | -2.5% |
| YTD | +8.7% | +20.7% | -12.0% | +5.7% |
| 1Y | +10.9% | +31.4% | -20.6% | +6.7% |
| 3Y | +75.0% | +41.8% | +33.2% | +65.2% |
| 5Y | +67.8% | +183.7% | -115.9% | +45.1% |
| 10Y | +312.9% | +592.9% | -280.0% | +217.9% |
| All | +2,956.9% | +11,122.4% | -8,165.5% | +1,472.8% |
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