+25.0%
VRTX vs SPXU
-25.8%
+50.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.7% |
| 7D | 0.0% | -9.4% | +9.4% | -1.3% |
| 30D | +11.8% | +7.4% | +4.4% | +13.3% |
| 3M | +3.2% | +6.2% | -3.0% | +4.5% |
| 6M | +21.0% | -7.2% | +28.3% | +19.9% |
| YTD | +19.7% | -26.8% | +46.5% | +12.8% |
| 1Y | +25.0% | -26.3% | +51.2% | +18.0% |
| All | +25.0% | -25.8% | +50.8% | +18.0% |
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