+188.3%
VRTX vs SFM
+102.7%
+85.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -0.4% | -10.2% | +9.8% | +0.5% |
| 30D | +8.0% | -23.9% | +31.9% | +10.1% |
| 3M | +11.0% | -42.3% | +53.3% | +15.8% |
| 6M | +28.2% | -40.1% | +68.3% | +33.0% |
| YTD | +21.5% | -37.8% | +59.3% | +25.1% |
| 1Y | +34.5% | -37.1% | +71.6% | +38.3% |
| 3Y | +49.5% | +21.5% | +27.9% | +41.2% |
| 5Y | +188.3% | +103.8% | +84.5% | +174.1% |
| All | +188.3% | +102.7% | +85.6% | +174.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling