+3,853.8%
VRTX vs SRE
+1,525.5%
+2,328.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +12.6% | -0.7% | +13.4% | +12.7% |
| 3M | +23.6% | -6.3% | +29.9% | +26.2% |
| 6M | +14.3% | -10.7% | +24.9% | +18.5% |
| YTD | +20.5% | -3.5% | +23.9% | +21.1% |
| 1Y | +37.6% | +5.3% | +32.3% | +33.4% |
| 3Y | +55.5% | +31.8% | +23.8% | +34.6% |
| 5Y | +175.7% | +47.4% | +128.4% | +125.5% |
| 10Y | +474.2% | +120.6% | +353.6% | +273.0% |
| All | +3,853.8% | +1,525.5% | +2,328.3% | +1,310.8% |
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