+58.8%
VRTX vs SBAC
-7.2%
+65.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | +12.6% | +6.9% | +5.7% | +11.5% |
| 3M | +23.6% | -8.2% | +31.9% | +25.2% |
| 6M | +14.3% | -1.6% | +15.9% | +14.4% |
| YTD | +20.5% | -0.1% | +20.6% | +20.0% |
| 1Y | +37.6% | -0.5% | +38.0% | +37.1% |
| All | +58.8% | -7.2% | +65.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling