+170.3%
VRTX vs SCHG
+84.3%
+85.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -5.6% | -1.0% | -4.6% | -5.2% |
| 30D | -2.0% | -1.3% | -0.7% | -1.5% |
| 3M | +15.8% | +5.4% | +10.4% | +13.3% |
| 6M | +4.7% | +14.4% | -9.7% | -0.9% |
| YTD | +13.7% | +8.0% | +5.7% | +10.0% |
| 1Y | +29.7% | +12.7% | +17.0% | +23.3% |
| 3Y | +48.4% | +85.6% | -37.2% | +14.3% |
| All | +170.3% | +84.3% | +85.9% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling