+322.9%
SPYM vs VRTX
+441.1%
-118.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -0.4% | -6.4% | +6.0% | +1.2% |
| 30D | -1.4% | -0.5% | -0.8% | -1.3% |
| 3M | +3.7% | +16.9% | -13.2% | -0.3% |
| 6M | +13.0% | +13.1% | 0.0% | +9.2% |
| YTD | +12.5% | +14.9% | -2.5% | +8.0% |
| 1Y | +18.6% | +31.4% | -12.8% | +10.0% |
| 3Y | +78.0% | +51.9% | +26.1% | +54.8% |
| 5Y | +82.3% | +177.1% | -94.8% | +33.8% |
| 10Y | +322.9% | +456.3% | -133.4% | +193.6% |
| All | +322.9% | +441.1% | -118.2% | +193.6% |
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