+30.1%
VRTX vs SM
+64.7%
-34.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.4% |
| 7D | +3.2% | -19.5% | +22.7% | +1.7% |
| 30D | +7.4% | -20.2% | +27.6% | +5.8% |
| 3M | +4.6% | -6.5% | +11.1% | +4.1% |
| 6M | +27.5% | +1.6% | +25.9% | +27.4% |
| YTD | +20.9% | +61.2% | -40.4% | +17.1% |
| 1Y | +30.1% | +65.4% | -35.3% | +25.1% |
| All | +30.1% | +64.7% | -34.7% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling