+10,822.4%
VRTX vs SPY
+3,091.8%
+7,730.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +12.6% | +0.1% | +12.6% | +12.5% |
| 3M | +23.6% | +2.0% | +21.6% | +20.6% |
| 6M | +14.3% | +13.0% | +1.3% | 0.0% |
| YTD | +20.5% | +13.5% | +6.9% | +4.8% |
| 1Y | +37.6% | +20.0% | +17.6% | +12.7% |
| 3Y | +55.5% | +77.2% | -21.6% | -18.2% |
| 5Y | +175.7% | +81.9% | +93.9% | +36.2% |
| 10Y | +474.2% | +314.1% | +160.1% | +9.1% |
| All | +10,822.4% | +3,091.8% | +7,730.6% | +303.9% |
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