+443.5%
VRTX vs SM
+12.3%
+431.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.3% |
| 7D | -3.4% | -0.2% | -3.3% | -3.4% |
| 30D | +6.6% | +31.5% | -24.9% | +5.2% |
| 3M | +19.4% | +17.3% | +2.1% | +18.3% |
| 6M | +15.8% | +48.5% | -32.7% | +13.1% |
| YTD | +16.7% | +106.3% | -89.6% | +12.0% |
| 1Y | +33.8% | +47.3% | -13.5% | +30.4% |
| 3Y | +54.2% | -1.4% | +55.6% | +51.6% |
| 5Y | +176.4% | +114.0% | +62.3% | +157.7% |
| 10Y | +443.5% | +12.5% | +431.0% | +377.8% |
| All | +443.5% | +12.3% | +431.2% | +377.8% |
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