+474.5%
VRTX vs SIMO
+395.4%
+79.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +3.2% | -16.0% | +19.3% | +4.5% |
| 30D | +7.4% | -35.8% | +43.2% | +10.7% |
| 3M | +4.6% | -26.5% | +31.1% | +5.8% |
| 6M | +27.5% | -33.0% | +60.5% | +28.0% |
| YTD | +20.9% | +84.3% | -63.5% | +4.7% |
| 1Y | +30.1% | +82.0% | -51.9% | +12.7% |
| 3Y | +46.6% | +218.5% | -171.9% | +15.2% |
| 5Y | +191.6% | +175.0% | +16.5% | +125.0% |
| 10Y | +474.5% | +407.5% | +67.0% | +258.2% |
| All | +474.5% | +395.4% | +79.1% | +258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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