+12,036.0%
VRTX vs SMTC
+42,922.5%
-30,886.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.2% | -11.3% | -3.6% |
| 7D | +0.8% | +12.7% | -11.9% | -1.2% |
| 30D | +12.6% | +22.0% | -9.3% | +8.0% |
| 3M | +23.6% | -12.7% | +36.3% | +23.3% |
| 6M | +14.3% | +64.8% | -50.5% | +1.1% |
| YTD | +20.5% | +100.7% | -80.2% | +2.7% |
| 1Y | +37.6% | +146.9% | -109.3% | +12.1% |
| 3Y | +55.5% | +456.8% | -401.3% | -0.9% |
| 5Y | +175.7% | +89.2% | +86.5% | +104.5% |
| 10Y | +474.2% | +426.9% | +47.3% | +235.2% |
| All | +12,036.0% | +42,922.5% | -30,886.5% | +6,041.8% |
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