+493.1%
VRTX vs SFM
+146.8%
+346.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -0.4% | -10.2% | +9.8% | +0.8% |
| 30D | +8.0% | -23.9% | +31.9% | +10.9% |
| 3M | +11.0% | -42.3% | +53.3% | +17.6% |
| 6M | +28.2% | -40.1% | +68.3% | +34.7% |
| YTD | +21.5% | -37.8% | +59.3% | +26.5% |
| 1Y | +34.5% | -37.1% | +71.6% | +39.7% |
| 3Y | +49.5% | +21.5% | +27.9% | +38.4% |
| 5Y | +188.3% | +103.8% | +84.5% | +142.1% |
| 10Y | +493.1% | +142.0% | +351.1% | +371.4% |
| All | +493.1% | +146.8% | +346.3% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling