+191.6%
VRTX vs SGI
+48.6%
+142.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.7% | +0.2% |
| 7D | +3.2% | -3.9% | +7.2% | +3.8% |
| 30D | +7.4% | +0.9% | +6.5% | +7.2% |
| 3M | +4.6% | -2.9% | +7.5% | +4.8% |
| 6M | +27.5% | -9.0% | +36.4% | +28.6% |
| YTD | +20.9% | -29.2% | +50.0% | +25.6% |
| 1Y | +30.1% | -32.3% | +62.3% | +35.9% |
| 3Y | +46.6% | +72.4% | -25.8% | +34.6% |
| 5Y | +191.6% | +50.6% | +140.9% | +159.1% |
| All | +191.6% | +48.6% | +142.9% | +159.1% |
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