+818.1%
SPYM vs VRTX
+1,985.5%
-1,167.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | -1.1% | +3.3% | -4.4% | -1.7% |
| 6M | +3.3% | +25.7% | -22.4% | -0.3% |
| YTD | +12.4% | +20.7% | -8.3% | +8.8% |
| 1Y | +12.5% | +27.4% | -14.9% | +8.0% |
| 3Y | +79.1% | +46.4% | +32.7% | +66.6% |
| 5Y | +75.7% | +194.3% | -118.6% | +47.3% |
| 10Y | +313.9% | +494.6% | -180.7% | +215.2% |
| All | +818.1% | +1,985.5% | -1,167.4% | +423.0% |
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