+37.6%
VRTX vs SPG
+21.3%
+16.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | +0.8% | -2.4% | +3.2% | +1.9% |
| 30D | +12.6% | -6.8% | +19.5% | +16.1% |
| 3M | +23.6% | +2.7% | +21.0% | +22.5% |
| 6M | +14.3% | +5.5% | +8.8% | +11.2% |
| YTD | +20.5% | +15.7% | +4.8% | +14.4% |
| 1Y | +37.6% | +20.9% | +16.7% | +29.9% |
| All | +37.6% | +21.3% | +16.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling