+493.1%
VRTX vs SIMO
+434.7%
+58.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.2% |
| 7D | -0.4% | -8.5% | +8.0% | +0.1% |
| 30D | +8.0% | -34.8% | +42.8% | +11.2% |
| 3M | +11.0% | -32.8% | +43.9% | +13.2% |
| 6M | +28.2% | -32.0% | +60.2% | +28.5% |
| YTD | +21.5% | +87.0% | -65.5% | +5.1% |
| 1Y | +34.5% | +86.1% | -51.6% | +16.3% |
| 3Y | +49.5% | +226.4% | -176.9% | +17.2% |
| 5Y | +188.3% | +172.1% | +16.1% | +123.4% |
| 10Y | +493.1% | +408.0% | +85.1% | +272.5% |
| All | +493.1% | +434.7% | +58.4% | +272.5% |
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