+79.3%
SPYM vs VRTX
+46.6%
+32.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -0.4% | -0.6% | -0.9% |
| 30D | -2.4% | +7.9% | -10.3% | -3.3% |
| 3M | -1.1% | +3.3% | -4.4% | -1.6% |
| 6M | +3.3% | +25.7% | -22.4% | 0.0% |
| YTD | +12.4% | +20.7% | -8.3% | +9.1% |
| 1Y | +12.5% | +27.4% | -14.9% | +8.4% |
| All | +79.3% | +46.6% | +32.7% | +69.8% |
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 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