+470.4%
VRTX vs SMTC
+333.2%
+137.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.3% |
| 7D | -1.6% | +11.0% | -12.6% | -2.7% |
| 30D | +8.0% | -28.5% | +36.5% | +10.9% |
| 3M | +4.3% | -14.2% | +18.5% | +3.7% |
| 6M | +18.9% | -18.0% | +36.9% | +16.8% |
| YTD | +18.8% | +55.5% | -36.7% | +5.9% |
| 1Y | +24.0% | +69.5% | -45.6% | +8.9% |
| 3Y | +42.1% | +699.7% | -657.5% | -12.8% |
| 5Y | +187.6% | +27.4% | +160.2% | +150.5% |
| All | +470.4% | +333.2% | +137.2% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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