+44.4%
VRTX vs SIMO
+248.6%
-204.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.8% | -0.3% |
| 7D | -0.4% | +0.9% | -1.3% | -0.4% |
| 30D | +7.9% | -25.4% | +33.3% | +8.4% |
| 3M | +3.3% | -17.8% | +21.0% | +3.1% |
| 6M | +25.7% | -29.6% | +55.3% | +25.0% |
| YTD | +20.7% | +100.3% | -79.7% | +5.5% |
| 1Y | +27.4% | +100.4% | -72.9% | +11.2% |
| All | +44.4% | +248.6% | -204.2% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling