+474.7%
VRTX vs SM
+18.2%
+456.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.0% |
| 7D | 0.0% | +10.6% | -10.6% | -0.4% |
| 30D | +11.8% | -15.0% | +26.8% | +12.5% |
| 3M | +3.2% | +1.7% | +1.5% | +2.9% |
| 6M | +21.0% | +5.9% | +15.2% | +20.2% |
| YTD | +19.7% | +79.0% | -59.3% | +15.5% |
| 1Y | +25.0% | +84.7% | -59.7% | +20.4% |
| 3Y | +45.2% | -3.5% | +48.7% | +42.7% |
| 5Y | +189.7% | +4.9% | +184.8% | +179.7% |
| All | +474.7% | +18.2% | +456.5% | +383.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling