+828.4%
SPYM vs VRTX
+1,982.0%
-1,153.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +0.1% | +12.6% | -12.6% | -1.7% |
| 3M | +2.0% | +23.6% | -21.6% | -1.2% |
| 6M | +13.1% | +14.3% | -1.2% | +10.6% |
| YTD | +13.6% | +20.5% | -6.8% | +10.1% |
| 1Y | +20.1% | +37.6% | -17.5% | +14.1% |
| 3Y | +77.6% | +55.5% | +22.0% | +63.8% |
| 5Y | +82.5% | +175.7% | -93.2% | +54.5% |
| 10Y | +317.6% | +474.2% | -156.6% | +219.0% |
| All | +828.4% | +1,982.0% | -1,153.6% | +429.5% |
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