+10,841.8%
VRTX vs SPY
+2,954.7%
+7,887.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | -2.1% | -2.7% | +0.6% | +0.6% |
| 30D | +8.2% | -5.4% | +13.6% | +14.3% |
| 3M | +13.0% | -4.1% | +17.1% | +17.6% |
| 6M | +27.9% | +0.7% | +27.2% | +26.0% |
| YTD | +20.7% | +8.7% | +12.0% | +9.5% |
| 1Y | +31.4% | +10.9% | +20.6% | +16.7% |
| 3Y | +41.8% | +75.0% | -33.2% | -24.7% |
| 5Y | +183.7% | +67.8% | +115.9% | +52.4% |
| 10Y | +592.9% | +312.9% | +280.0% | +30.8% |
| All | +10,841.8% | +2,954.7% | +7,887.1% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling