+6,738.6%
VRTX vs SPG
+5,805.1%
+933.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -2.1% | +4.9% | -7.0% | -3.3% |
| 30D | +8.2% | +15.6% | -7.4% | +4.1% |
| 3M | +13.0% | +4.1% | +9.0% | +11.8% |
| 6M | +27.9% | +13.6% | +14.4% | +23.6% |
| YTD | +20.7% | +27.5% | -6.9% | +13.0% |
| 1Y | +31.4% | +32.2% | -0.8% | +21.9% |
| 3Y | +41.8% | +126.0% | -84.2% | +12.6% |
| 5Y | +183.7% | +74.7% | +108.9% | +136.7% |
| 10Y | +592.9% | +112.8% | +480.0% | +386.7% |
| All | +6,738.6% | +5,805.1% | +933.6% | +1,308.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling