+30.2%
VRTX vs SGI
-10.7%
+40.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.8% | -3.4% | +2.3% |
| 7D | +3.7% | +12.1% | -8.4% | +1.8% |
| 30D | +9.0% | +12.1% | -3.0% | +7.0% |
| 3M | +14.7% | +0.4% | +14.3% | +14.3% |
| 6M | +27.7% | -4.0% | +31.7% | +27.9% |
| YTD | +21.1% | -21.2% | +42.4% | +24.3% |
| 1Y | +30.2% | -12.1% | +42.3% | +35.8% |
| All | +30.2% | -10.7% | +40.9% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling