+3,828.5%
VRTX vs SRE
+1,440.5%
+2,388.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.4% |
| 30D | +11.8% | -4.1% | +15.9% | +13.5% |
| 3M | +3.2% | -7.3% | +10.5% | +5.7% |
| 6M | +21.0% | -14.1% | +35.2% | +27.3% |
| YTD | +19.7% | -8.5% | +28.2% | +22.5% |
| 1Y | +25.0% | -12.0% | +37.0% | +29.7% |
| 3Y | +45.2% | +23.4% | +21.9% | +28.8% |
| 5Y | +189.7% | +51.3% | +138.4% | +133.9% |
| 10Y | +489.8% | +126.3% | +363.5% | +278.7% |
| All | +3,828.5% | +1,440.5% | +2,388.0% | +1,327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling