+493.1%
VRTX vs SM
+4.9%
+488.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.8% |
| 7D | -0.4% | -22.3% | +21.9% | +0.6% |
| 30D | +8.0% | -21.4% | +29.3% | +9.0% |
| 3M | +11.0% | +1.4% | +9.7% | +10.7% |
| 6M | +28.2% | +0.1% | +28.1% | +27.5% |
| YTD | +21.5% | +59.0% | -37.4% | +17.9% |
| 1Y | +34.5% | +64.3% | -29.8% | +30.2% |
| 3Y | +49.5% | -13.1% | +62.6% | +47.6% |
| 5Y | +188.3% | -13.9% | +202.1% | +180.7% |
| 10Y | +493.1% | +1.7% | +491.4% | +404.2% |
| All | +493.1% | +4.9% | +488.2% | +404.2% |
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