+48.2%
VRTX vs SCHG
+84.7%
-36.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -7.8% | -2.7% | -5.0% | -6.9% |
| 30D | -2.8% | -2.2% | -0.6% | -2.1% |
| 3M | +18.1% | +6.2% | +11.9% | +15.5% |
| 6M | +3.1% | +13.4% | -10.3% | -1.7% |
| YTD | +13.5% | +7.1% | +6.4% | +10.4% |
| 1Y | +32.4% | +12.5% | +19.9% | +26.5% |
| All | +48.2% | +84.7% | -36.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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