+10,857.8%
VRTX vs SPY
+3,015.5%
+7,842.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +3.2% | -0.6% | +3.8% | +3.7% |
| 30D | +7.4% | -3.7% | +11.1% | +11.3% |
| 3M | +4.6% | -2.7% | +7.3% | +7.2% |
| 6M | +27.5% | +2.2% | +25.3% | +23.6% |
| YTD | +20.9% | +10.8% | +10.0% | +7.4% |
| 1Y | +30.1% | +11.2% | +18.8% | +15.1% |
| 3Y | +46.6% | +76.5% | -29.9% | -22.9% |
| 5Y | +191.6% | +72.9% | +118.6% | +51.6% |
| 10Y | +474.5% | +304.8% | +169.7% | +10.9% |
| All | +10,857.8% | +3,015.5% | +7,842.3% | +313.9% |
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