+470.4%
VRTX vs SIMO
+394.4%
+76.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.3% |
| 7D | -1.6% | +4.1% | -5.7% | -1.9% |
| 30D | +8.0% | -24.0% | +32.0% | +9.8% |
| 3M | +4.3% | -31.8% | +36.1% | +6.3% |
| 6M | +18.9% | -36.9% | +55.8% | +20.1% |
| YTD | +18.8% | +84.8% | -66.0% | +2.8% |
| 1Y | +24.0% | +99.0% | -75.0% | +6.0% |
| 3Y | +42.1% | +217.9% | -175.8% | +11.5% |
| 5Y | +187.6% | +171.5% | +16.1% | +122.2% |
| All | +470.4% | +394.4% | +76.0% | +257.3% |
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