+9,626.0%
VRTX vs SM
+1,302.7%
+8,323.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | -2.1% | -25.9% | +23.8% | +0.8% |
| 30D | +8.2% | -15.1% | +23.3% | +9.7% |
| 3M | +13.0% | +4.9% | +8.2% | +11.8% |
| 6M | +27.9% | +6.1% | +21.8% | +25.6% |
| YTD | +20.7% | +63.4% | -42.8% | +12.2% |
| 1Y | +31.4% | +72.5% | -41.0% | +21.3% |
| 3Y | +41.8% | -16.9% | +58.7% | +38.3% |
| 5Y | +183.7% | -10.6% | +194.3% | +164.5% |
| 10Y | +592.9% | +11.3% | +581.6% | +375.8% |
| All | +9,626.0% | +1,302.7% | +8,323.4% | +3,369.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling