+3,029.2%
SPY vs VRTX
+11,199.9%
-8,170.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | -3.3% | +8.0% | -11.3% | -4.3% |
| 3M | -2.4% | +11.0% | -13.5% | -3.8% |
| 6M | +2.6% | +28.2% | -25.6% | -0.8% |
| YTD | +11.2% | +21.5% | -10.3% | +8.2% |
| 1Y | +13.4% | +34.5% | -21.1% | +8.8% |
| 3Y | +79.9% | +49.5% | +30.4% | +68.8% |
| 5Y | +72.2% | +188.3% | -116.1% | +48.6% |
| 10Y | +307.3% | +493.1% | -185.8% | +219.2% |
| All | +3,029.2% | +11,199.9% | -8,170.7% | +1,508.7% |
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