+426.7%
VRTX vs SPG
+64.5%
+362.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.6% | -1.2% | -4.5% | -5.5% |
| 30D | -2.0% | -6.1% | +4.2% | -1.2% |
| 3M | +15.8% | -3.6% | +19.5% | +16.3% |
| 6M | +4.7% | +10.4% | -5.7% | +3.5% |
| YTD | +13.7% | +14.4% | -0.7% | +11.9% |
| 1Y | +29.7% | +16.5% | +13.2% | +27.4% |
| 3Y | +48.4% | +106.8% | -58.3% | +36.4% |
| 5Y | +173.3% | +108.9% | +64.4% | +148.9% |
| All | +426.7% | +64.5% | +362.2% | +454.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling