+12,141.6%
VRTX vs SMTC
+33,776.4%
-21,634.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.8% | -12.1% | -1.3% |
| 7D | -0.4% | -4.8% | +4.4% | -0.4% |
| 30D | +8.0% | -37.8% | +45.8% | +14.6% |
| 3M | +11.0% | -16.5% | +27.5% | +10.7% |
| 6M | +28.2% | -4.4% | +32.6% | +22.1% |
| YTD | +21.5% | +58.0% | -36.5% | +5.1% |
| 1Y | +34.5% | +62.0% | -27.5% | +15.4% |
| 3Y | +49.5% | +745.7% | -696.2% | -13.1% |
| 5Y | +188.3% | +29.0% | +159.2% | +123.0% |
| 10Y | +493.1% | +351.4% | +141.7% | +246.3% |
| All | +12,141.6% | +33,776.4% | -21,634.8% | +6,188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling