+9,608.8%
VRTX vs SM
+1,608.3%
+8,000.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.9% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +12.6% | +26.3% | -13.7% | +9.8% |
| 3M | +23.6% | +8.7% | +15.0% | +21.9% |
| 6M | +14.3% | +51.7% | -37.4% | +7.9% |
| YTD | +20.5% | +99.0% | -78.6% | +10.2% |
| 1Y | +37.6% | +34.6% | +3.0% | +30.9% |
| 3Y | +55.5% | -7.8% | +63.3% | +50.5% |
| 5Y | +175.7% | +104.8% | +71.0% | +134.0% |
| 10Y | +474.2% | +7.2% | +467.0% | +301.7% |
| All | +9,608.8% | +1,608.3% | +8,000.5% | +3,307.7% |
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