+2,236.8%
VRTX vs SPXS
-100.0%
+2,336.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -1.7% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +12.6% | +0.8% | +11.8% | +13.0% |
| 3M | +23.6% | -4.7% | +28.3% | +22.5% |
| 6M | +14.3% | -29.6% | +43.9% | +4.1% |
| YTD | +20.5% | -29.8% | +50.3% | +10.0% |
| 1Y | +37.6% | -38.9% | +76.5% | +21.2% |
| 3Y | +55.5% | -79.6% | +135.2% | +5.1% |
| 5Y | +175.7% | -85.9% | +261.7% | +87.0% |
| 10Y | +474.2% | -99.5% | +573.7% | +69.4% |
| All | +2,236.8% | -100.0% | +2,336.8% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling