+3,146.8%
VRTX vs SIMO
+2,080.4%
+1,066.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.3% |
| 7D | -2.1% | -22.0% | +19.9% | +0.7% |
| 30D | +8.2% | -43.0% | +51.2% | +15.4% |
| 3M | +13.0% | -39.1% | +52.2% | +18.2% |
| 6M | +27.9% | -33.3% | +61.2% | +29.4% |
| YTD | +20.7% | +77.0% | -56.3% | +2.9% |
| 1Y | +31.4% | +73.0% | -41.6% | +12.3% |
| 3Y | +41.8% | +215.7% | -173.9% | +7.9% |
| 5Y | +183.7% | +155.6% | +28.0% | +114.8% |
| 10Y | +592.9% | +388.4% | +204.5% | +347.6% |
| All | +3,146.8% | +2,080.4% | +1,066.4% | +1,192.7% |
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