+4,606.2%
VRTX vs SBAC
+2,207.9%
+2,398.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | +8.2% | +11.2% | -3.0% | +5.9% |
| 3M | +13.0% | +4.5% | +8.6% | +11.8% |
| 6M | +27.9% | -12.2% | +40.1% | +30.5% |
| YTD | +20.7% | -0.1% | +20.8% | +19.1% |
| 1Y | +31.4% | -0.3% | +31.7% | +29.7% |
| 3Y | +41.8% | -8.7% | +50.5% | +41.2% |
| 5Y | +183.7% | -40.2% | +223.8% | +203.0% |
| 10Y | +592.9% | +97.3% | +495.5% | +483.8% |
| All | +4,606.2% | +2,207.9% | +2,398.3% | +2,818.8% |
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