+464.6%
VRTX vs SBAC
+80.2%
+384.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -3.4% | -0.1% | -3.4% | -3.4% |
| 30D | +6.6% | +3.2% | +3.4% | +5.6% |
| 3M | +19.4% | -5.1% | +24.5% | +20.6% |
| 6M | +15.8% | -2.1% | +17.9% | +14.9% |
| YTD | +16.7% | -0.5% | +17.2% | +14.8% |
| 1Y | +33.8% | +1.1% | +32.7% | +30.8% |
| 3Y | +54.2% | -7.4% | +61.6% | +52.5% |
| 5Y | +176.4% | -44.3% | +220.7% | +221.0% |
| All | +464.6% | +80.2% | +384.4% | +462.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling