+176.4%
VRTX vs SITM
+170.3%
+6.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -6.4% | +3.7% | -10.1% | -6.6% |
| 30D | -0.5% | -14.5% | +14.0% | +0.1% |
| 3M | +16.9% | -10.6% | +27.5% | +16.7% |
| 6M | +13.1% | +65.5% | -52.5% | +7.5% |
| YTD | +14.9% | +67.0% | -52.1% | +8.8% |
| 1Y | +31.4% | +138.6% | -107.2% | +20.7% |
| 3Y | +51.9% | +421.8% | -369.9% | +27.6% |
| All | +176.4% | +170.3% | +6.0% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling