+443.5%
VRTX vs SIMO
+515.6%
-72.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.3% | -3.7% |
| 7D | -3.4% | +14.6% | -18.0% | -4.7% |
| 30D | +6.6% | +6.2% | +0.4% | +5.6% |
| 3M | +19.4% | +3.6% | +15.8% | +17.3% |
| 6M | +15.8% | +130.8% | -115.0% | +1.3% |
| YTD | +16.7% | +195.8% | -179.1% | -1.7% |
| 1Y | +33.8% | +225.0% | -191.2% | +10.8% |
| 3Y | +54.2% | +452.3% | -398.1% | +16.7% |
| 5Y | +176.4% | +303.6% | -127.2% | +111.3% |
| 10Y | +443.5% | +528.8% | -85.3% | +259.2% |
| All | +443.5% | +515.6% | -72.1% | +259.2% |
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