+177.1%
VRTX vs SPMO
+149.2%
+27.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -6.4% | +2.7% | -9.1% | -7.3% |
| 30D | -0.5% | +1.1% | -1.6% | -1.0% |
| 3M | +16.9% | +2.0% | +14.9% | +14.9% |
| 6M | +13.1% | +26.5% | -13.5% | +0.6% |
| YTD | +14.9% | +26.5% | -11.6% | +2.2% |
| 1Y | +31.4% | +27.9% | +3.5% | +16.0% |
| 3Y | +51.9% | +160.4% | -108.5% | -11.0% |
| 5Y | +177.1% | +151.5% | +25.6% | +60.7% |
| All | +177.1% | +149.2% | +27.9% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling