+456.3%
VRTX vs SFM
+280.6%
+175.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -1.0% |
| 7D | -6.4% | -7.2% | +0.8% | -5.6% |
| 30D | -0.5% | -14.3% | +13.8% | +1.2% |
| 3M | +16.9% | -13.7% | +30.6% | +18.6% |
| 6M | +13.1% | -6.0% | +19.1% | +13.1% |
| YTD | +14.9% | -8.2% | +23.2% | +15.0% |
| 1Y | +31.4% | -46.2% | +77.7% | +40.2% |
| 3Y | +51.9% | +83.6% | -31.6% | +34.9% |
| 5Y | +177.1% | +212.7% | -35.6% | +122.9% |
| 10Y | +456.3% | +273.0% | +183.3% | +318.7% |
| All | +456.3% | +280.6% | +175.7% | +318.7% |
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