+82.3%
SPYM vs VRTX
+175.7%
-93.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.1% |
| 7D | +0.6% | -3.4% | +4.0% | +1.3% |
| 30D | -0.9% | +6.6% | -7.5% | -2.3% |
| 3M | +3.9% | +19.4% | -15.5% | 0.0% |
| 6M | +14.5% | +15.8% | -1.3% | +10.7% |
| YTD | +13.0% | +16.7% | -3.7% | +8.8% |
| 1Y | +19.4% | +33.8% | -14.4% | +11.5% |
| 3Y | +78.9% | +54.2% | +24.7% | +55.5% |
| 5Y | +82.3% | +176.4% | -94.0% | +38.3% |
| All | +82.3% | +175.7% | -93.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling