+382.2%
VRTX vs SPMO
+572.4%
-190.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -3.0% |
| 7D | +0.8% | +2.0% | -1.2% | -0.3% |
| 30D | +12.6% | -0.4% | +13.0% | +12.6% |
| 3M | +23.6% | -1.9% | +25.5% | +22.9% |
| 6M | +14.3% | +25.0% | -10.8% | -2.8% |
| YTD | +20.5% | +26.0% | -5.6% | +1.8% |
| 1Y | +37.6% | +28.7% | +8.9% | +14.4% |
| 3Y | +55.5% | +160.9% | -105.4% | -22.7% |
| 5Y | +175.7% | +147.9% | +27.8% | +40.7% |
| 10Y | +474.2% | +518.9% | -44.7% | +83.2% |
| All | +382.2% | +572.4% | -190.2% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling