+456.3%
VRTX vs SGI
+263.3%
+193.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -6.4% | +0.6% | -7.0% | -6.5% |
| 30D | -0.5% | +5.5% | -6.1% | -1.3% |
| 3M | +16.9% | -3.6% | +20.5% | +17.3% |
| 6M | +13.1% | -15.0% | +28.1% | +15.0% |
| YTD | +14.9% | -23.0% | +38.0% | +18.4% |
| 1Y | +31.4% | -18.4% | +49.9% | +34.0% |
| 3Y | +51.9% | +57.8% | -5.9% | +39.7% |
| 5Y | +177.1% | +51.5% | +125.6% | +149.4% |
| 10Y | +456.3% | +275.2% | +181.1% | +300.4% |
| All | +456.3% | +263.3% | +193.0% | +300.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling