+37.6%
VRTX vs SPXU
-40.4%
+78.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -1.9% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +12.6% | +0.8% | +11.8% | +12.8% |
| 3M | +23.6% | -4.7% | +28.3% | +23.1% |
| 6M | +14.3% | -29.6% | +43.9% | +7.1% |
| YTD | +20.5% | -29.9% | +50.3% | +12.9% |
| 1Y | +37.6% | -39.1% | +76.7% | +25.2% |
| All | +37.6% | -40.4% | +78.0% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling