+28.5%
VRTX vs SOLS
+25.7%
+2.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.7% |
| 7D | -1.6% | +14.0% | -15.6% | -1.3% |
| 30D | +8.0% | +10.0% | -1.9% | +8.1% |
| 3M | +4.3% | +5.8% | -1.5% | +4.5% |
| 6M | +18.9% | -25.2% | +44.1% | +20.2% |
| YTD | +18.8% | +36.5% | -17.7% | +19.3% |
| 1Y | +24.0% | +45.0% | -21.1% | +25.2% |
| All | +28.5% | +25.7% | +2.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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