-41.9%
SWKS vs VRTX
+186.6%
-228.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | +8.5% | +8.0% | +0.5% | +6.3% |
| 3M | +17.3% | +11.0% | +6.2% | +13.8% |
| 6M | +25.1% | +28.2% | -3.1% | +16.4% |
| YTD | +33.3% | +21.5% | +11.8% | +25.1% |
| 1Y | +22.9% | +34.5% | -11.6% | +11.7% |
| 3Y | +5.5% | +49.5% | -43.9% | -10.2% |
| 5Y | -41.9% | +188.3% | -230.2% | -61.4% |
| All | -41.9% | +186.6% | -228.5% | -61.4% |
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