+474.7%
VRTX vs SPY
+308.5%
+166.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.5% |
| 7D | 0.0% | +3.3% | -3.3% | -2.4% |
| 30D | +11.8% | -2.7% | +14.5% | +13.9% |
| 3M | +3.2% | -1.7% | +5.0% | +4.3% |
| 6M | +21.0% | +3.1% | +18.0% | +17.6% |
| YTD | +19.7% | +11.9% | +7.8% | +9.1% |
| 1Y | +25.0% | +12.0% | +13.0% | +13.8% |
| 3Y | +45.2% | +78.2% | -33.0% | -10.2% |
| 5Y | +189.7% | +73.2% | +116.5% | +81.2% |
| All | +474.7% | +308.5% | +166.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling