+5,888.2%
VRTX vs SGI
+2,083.6%
+3,804.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +0.8% | +8.5% | -7.7% | -0.6% |
| 30D | +12.6% | +0.7% | +12.0% | +12.4% |
| 3M | +23.6% | +0.6% | +23.0% | +23.2% |
| 6M | +14.3% | -17.9% | +32.2% | +17.3% |
| YTD | +20.5% | -21.2% | +41.6% | +24.3% |
| 1Y | +37.6% | -18.9% | +56.4% | +40.8% |
| 3Y | +55.5% | +52.6% | +2.9% | +40.8% |
| 5Y | +175.7% | +60.7% | +115.0% | +139.8% |
| 10Y | +474.2% | +278.1% | +196.1% | +284.8% |
| All | +5,888.2% | +2,083.6% | +3,804.6% | +2,151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling