+176.4%
VRTX vs SGI
+61.8%
+114.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | -3.4% | +9.3% | -12.7% | -4.6% |
| 30D | +6.6% | +6.9% | -0.3% | +5.6% |
| 3M | +19.4% | +2.8% | +16.6% | +18.7% |
| 6M | +15.8% | -12.6% | +28.4% | +17.3% |
| YTD | +16.7% | -21.5% | +38.2% | +19.7% |
| 1Y | +33.8% | -18.8% | +52.6% | +36.4% |
| 3Y | +54.2% | +60.8% | -6.7% | +42.6% |
| 5Y | +176.4% | +60.0% | +116.4% | +142.2% |
| All | +176.4% | +61.8% | +114.6% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling