+425.8%
VRTX vs SRE
+124.1%
+301.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -7.8% | -0.7% | -7.1% | -7.6% |
| 30D | -2.8% | -1.7% | -1.1% | -2.6% |
| 3M | +18.1% | -7.1% | +25.2% | +20.1% |
| 6M | +3.1% | -8.4% | +11.5% | +5.0% |
| YTD | +13.5% | -3.5% | +17.0% | +13.9% |
| 1Y | +32.4% | +5.4% | +27.0% | +29.6% |
| 3Y | +50.0% | +29.5% | +20.5% | +35.7% |
| 5Y | +172.9% | +48.3% | +124.6% | +136.2% |
| All | +425.8% | +124.1% | +301.7% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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