+7,195.2%
VRTX vs SIRI
-17.9%
+7,213.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -3.4% | +4.3% | -7.7% | -3.9% |
| 30D | +6.6% | -2.8% | +9.5% | +6.9% |
| 3M | +19.4% | +5.9% | +13.5% | +18.6% |
| 6M | +15.8% | +31.9% | -16.1% | +12.3% |
| YTD | +16.7% | +48.7% | -32.0% | +11.5% |
| 1Y | +33.8% | +23.2% | +10.6% | +30.2% |
| 3Y | +54.2% | -23.9% | +78.1% | +53.8% |
| 5Y | +176.4% | -43.4% | +219.8% | +179.6% |
| 10Y | +443.5% | -13.6% | +457.1% | +422.6% |
| All | +7,195.2% | -17.9% | +7,213.1% | +4,552.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling