-9.3%
SSPC vs VRTX
+23.3%
-32.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +0.7% | -12.6% | -11.7% |
| 7D | -13.9% | -0.4% | -13.5% | -14.1% |
| 30D | +14.3% | +8.0% | +6.3% | +18.8% |
| 3M | -35.2% | +11.0% | -46.3% | -28.4% |
| All | -9.3% | +23.3% | -32.6% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling