+33.8%
VRTX vs SPG
+22.1%
+11.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.3% | -3.6% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +6.6% | -4.9% | +11.6% | +9.0% |
| 3M | +19.4% | +3.3% | +16.1% | +18.0% |
| 6M | +15.8% | +11.2% | +4.6% | +10.6% |
| YTD | +16.7% | +17.1% | -0.4% | +10.2% |
| 1Y | +33.8% | +21.6% | +12.2% | +25.8% |
| All | +33.8% | +22.1% | +11.7% | +25.8% |
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