+426.7%
VRTX vs SIRI
-10.2%
+436.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | -2.0% | +2.5% | -4.5% | -2.4% |
| 3M | +15.8% | +6.6% | +9.2% | +14.5% |
| 6M | +4.7% | +32.9% | -28.2% | -0.4% |
| YTD | +13.7% | +50.5% | -36.8% | +5.7% |
| 1Y | +29.7% | +28.0% | +1.7% | +23.5% |
| 3Y | +48.4% | -22.4% | +70.9% | +48.0% |
| 5Y | +173.3% | -41.3% | +214.6% | +178.5% |
| All | +426.7% | -10.2% | +436.9% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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