+54.2%
VRTX vs SPXS
-80.2%
+134.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -2.9% |
| 7D | -3.4% | -1.5% | -1.9% | -3.7% |
| 30D | +6.6% | +3.7% | +2.9% | +7.3% |
| 3M | +19.4% | -9.6% | +29.0% | +17.7% |
| 6M | +15.8% | -32.4% | +48.2% | +8.7% |
| YTD | +16.7% | -28.7% | +45.3% | +10.8% |
| 1Y | +33.8% | -38.1% | +71.9% | +24.5% |
| 3Y | +54.2% | -80.1% | +134.3% | +20.9% |
| All | +54.2% | -80.2% | +134.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling