+12,056.2%
VRTX vs SMTC
+36,327.6%
-24,271.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | -1.8% |
| 7D | -0.4% | +12.9% | -13.2% | -2.9% |
| 30D | +7.9% | -25.6% | +33.5% | +11.3% |
| 3M | +3.3% | -4.5% | +7.8% | +0.8% |
| 6M | +25.7% | -8.3% | +34.0% | +20.7% |
| YTD | +20.7% | +69.9% | -49.3% | +3.1% |
| 1Y | +27.4% | +73.9% | -46.5% | +8.0% |
| 3Y | +46.4% | +757.7% | -711.3% | -15.0% |
| 5Y | +194.3% | +38.7% | +155.6% | +124.9% |
| 10Y | +494.6% | +376.1% | +118.5% | +244.1% |
| All | +12,056.2% | +36,327.6% | -24,271.4% | +6,067.6% |
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