+3,141.1%
VRTX vs SIMO
+3,332.4%
-191.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.7% | -10.8% | -3.3% |
| 7D | +0.8% | +4.2% | -3.4% | +0.2% |
| 30D | +12.6% | +4.1% | +8.6% | +11.2% |
| 3M | +23.6% | -12.9% | +36.5% | +23.3% |
| 6M | +14.3% | +110.3% | -96.1% | -2.3% |
| YTD | +20.5% | +178.6% | -158.1% | -1.8% |
| 1Y | +37.6% | +220.0% | -182.4% | +9.2% |
| 3Y | +55.5% | +409.0% | -353.5% | +12.6% |
| 5Y | +175.7% | +277.3% | -101.6% | +101.5% |
| 10Y | +474.2% | +506.6% | -32.4% | +267.0% |
| All | +3,141.1% | +3,332.4% | -191.3% | +1,133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling