+176.4%
VRTX vs SRE
+51.2%
+125.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.5% |
| 7D | -3.4% | +1.4% | -4.9% | -3.7% |
| 30D | +6.6% | +1.9% | +4.7% | +6.0% |
| 3M | +19.4% | -3.3% | +22.7% | +20.1% |
| 6M | +15.8% | -6.4% | +22.2% | +17.2% |
| YTD | +16.7% | -1.8% | +18.5% | +16.6% |
| 1Y | +33.8% | +10.7% | +23.1% | +29.5% |
| 3Y | +54.2% | +31.8% | +22.4% | +37.2% |
| 5Y | +176.4% | +49.2% | +127.2% | +135.7% |
| All | +176.4% | +51.2% | +125.2% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling