+32.4%
VRTX vs SITM
+140.9%
-108.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.2% |
| 7D | -7.8% | +4.8% | -12.6% | -7.7% |
| 30D | -2.8% | -9.7% | +6.9% | -3.0% |
| 3M | +18.1% | -9.3% | +27.4% | +17.8% |
| 6M | +3.1% | +69.5% | -66.4% | -0.5% |
| YTD | +13.5% | +70.5% | -57.0% | +9.4% |
| 1Y | +32.4% | +145.3% | -112.8% | +28.2% |
| All | +32.4% | +140.9% | -108.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling