+576.6%
VRTX vs SFM
+132.6%
+444.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.5% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +12.6% | -4.4% | +17.0% | +13.1% |
| 3M | +23.6% | +1.5% | +22.1% | +23.0% |
| 6M | +14.3% | +6.5% | +7.8% | +12.5% |
| YTD | +20.5% | +2.2% | +18.3% | +19.0% |
| 1Y | +37.6% | -41.9% | +79.5% | +45.6% |
| 3Y | +55.5% | +106.8% | -51.2% | +35.8% |
| 5Y | +175.7% | +231.6% | -55.8% | +119.9% |
| 10Y | +474.2% | +258.4% | +215.8% | +331.3% |
| All | +576.6% | +132.6% | +444.0% | +436.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling