+6,726.5%
VRTX vs SPG
+5,256.9%
+1,469.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +0.8% | -2.4% | +3.2% | +1.5% |
| 30D | +12.6% | -6.8% | +19.5% | +14.8% |
| 3M | +23.6% | +2.7% | +21.0% | +22.7% |
| 6M | +14.3% | +5.5% | +8.8% | +12.6% |
| YTD | +20.5% | +15.7% | +4.8% | +15.8% |
| 1Y | +37.6% | +20.9% | +16.7% | +30.6% |
| 3Y | +55.5% | +112.4% | -56.8% | +25.5% |
| 5Y | +175.7% | +101.4% | +74.4% | +121.1% |
| 10Y | +474.2% | +60.6% | +413.6% | +341.4% |
| All | +6,726.5% | +5,256.9% | +1,469.6% | +1,343.6% |
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