+37.6%
VRTX vs SPMO
+29.9%
+7.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | +0.8% | +2.0% | -1.2% | +0.8% |
| 30D | +12.6% | -0.4% | +13.0% | +12.6% |
| 3M | +23.6% | -1.9% | +25.5% | +23.1% |
| 6M | +14.3% | +25.0% | -10.8% | +7.4% |
| YTD | +20.5% | +26.0% | -5.6% | +12.6% |
| 1Y | +37.6% | +28.7% | +8.9% | +31.6% |
| All | +37.6% | +29.9% | +7.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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