+1,063.1%
VRTX vs SCHG
+1,121.7%
-58.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -0.9% |
| 7D | -7.8% | -2.7% | -5.0% | -5.7% |
| 30D | -2.8% | -2.2% | -0.6% | -1.2% |
| 3M | +18.1% | +6.2% | +11.9% | +12.4% |
| 6M | +3.1% | +13.4% | -10.3% | -7.1% |
| YTD | +13.5% | +7.1% | +6.4% | +6.8% |
| 1Y | +32.4% | +12.5% | +19.9% | +19.4% |
| 3Y | +50.0% | +86.2% | -36.2% | -14.3% |
| 5Y | +172.9% | +83.9% | +88.9% | +50.2% |
| 10Y | +449.3% | +451.3% | -2.0% | -14.7% |
| All | +1,063.1% | +1,121.7% | -58.6% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling