+4,597.8%
VRTX vs SBAC
+2,208.1%
+2,389.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | +12.6% | +6.9% | +5.7% | +11.1% |
| 3M | +23.6% | -8.2% | +31.9% | +25.3% |
| 6M | +14.3% | -1.6% | +15.9% | +13.5% |
| YTD | +20.5% | -0.1% | +20.6% | +19.1% |
| 1Y | +37.6% | -0.5% | +38.0% | +36.0% |
| 3Y | +55.5% | -9.1% | +64.6% | +55.0% |
| 5Y | +175.7% | -43.8% | +219.5% | +198.4% |
| 10Y | +474.2% | +80.5% | +393.7% | +392.5% |
| All | +4,597.8% | +2,208.1% | +2,389.7% | +2,819.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling