+176.4%
VRTX vs SIRI
-43.2%
+219.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -6.4% | -3.9% | -2.5% | -6.1% |
| 30D | -0.5% | -0.8% | +0.3% | -0.5% |
| 3M | +16.9% | +4.3% | +12.6% | +16.5% |
| 6M | +13.1% | +34.1% | -21.0% | +10.3% |
| YTD | +14.9% | +47.3% | -32.4% | +11.0% |
| 1Y | +31.4% | +22.9% | +8.5% | +28.8% |
| 3Y | +51.9% | -24.6% | +76.5% | +52.1% |
| All | +176.4% | -43.2% | +219.5% | +195.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling