+375.6%
VRTX vs SPMO
+495.2%
-119.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | +0.1% |
| 7D | -1.6% | +6.3% | -7.9% | -4.9% |
| 30D | +8.0% | -8.9% | +16.9% | +13.0% |
| 3M | +4.3% | -13.2% | +17.5% | +11.7% |
| 6M | +18.9% | -9.3% | +28.2% | +21.8% |
| YTD | +18.8% | +11.6% | +7.2% | +6.5% |
| 1Y | +24.0% | +13.4% | +10.6% | +9.9% |
| 3Y | +42.1% | +122.9% | -80.7% | -23.0% |
| 5Y | +187.6% | +113.9% | +73.7% | +58.8% |
| 10Y | +485.4% | +460.5% | +24.9% | +98.0% |
| All | +375.6% | +495.2% | -119.6% | +61.4% |
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