+474.5%
VRTX vs SM
+4.2%
+470.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.6% |
| 7D | +3.2% | -19.5% | +22.7% | +4.1% |
| 30D | +7.4% | -20.2% | +27.6% | +8.3% |
| 3M | +4.6% | -6.5% | +11.1% | +4.6% |
| 6M | +27.5% | +1.6% | +25.9% | +26.7% |
| YTD | +20.9% | +61.2% | -40.4% | +17.1% |
| 1Y | +30.1% | +65.4% | -35.3% | +25.9% |
| 3Y | +46.6% | -13.0% | +59.7% | +44.8% |
| 5Y | +191.6% | -4.3% | +195.8% | +182.6% |
| 10Y | +474.5% | +3.0% | +471.5% | +387.4% |
| All | +474.5% | +4.2% | +470.3% | +387.4% |
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