+2,221.9%
VRTX vs SPXS
-100.0%
+2,321.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.5% |
| 7D | 0.0% | -9.5% | +9.5% | -2.8% |
| 30D | +11.8% | +7.4% | +4.4% | +14.7% |
| 3M | +3.2% | +6.1% | -2.9% | +5.7% |
| 6M | +21.0% | -7.3% | +28.3% | +19.7% |
| YTD | +19.7% | -26.7% | +46.4% | +11.3% |
| 1Y | +25.0% | -26.2% | +51.2% | +16.8% |
| 3Y | +45.2% | -80.3% | +125.6% | -3.2% |
| 5Y | +189.7% | -83.4% | +273.1% | +107.4% |
| 10Y | +489.8% | -99.5% | +589.3% | +75.9% |
| All | +2,221.9% | -100.0% | +2,321.9% | +118.2% |
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