+145.9%
VRTX vs SITM
+4,507.3%
-4,361.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.0% | -3.0% |
| 7D | -3.4% | +8.4% | -11.8% | -3.9% |
| 30D | +6.6% | -17.4% | +24.0% | +7.7% |
| 3M | +19.4% | -9.8% | +29.2% | +19.1% |
| 6M | +15.8% | +83.0% | -67.2% | +8.7% |
| YTD | +16.7% | +69.6% | -52.9% | +9.7% |
| 1Y | +33.8% | +144.9% | -111.1% | +21.6% |
| 3Y | +54.2% | +429.9% | -375.7% | +27.2% |
| 5Y | +176.4% | +169.2% | +7.2% | +129.5% |
| All | +145.9% | +4,507.3% | -4,361.4% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling