+470.2%
VRTX vs SW
+147.8%
+322.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | +0.8% | -5.1% | +5.9% | +1.1% |
| 30D | +12.6% | -4.6% | +17.2% | +12.9% |
| 3M | +23.6% | +9.4% | +14.2% | +23.0% |
| 6M | +14.3% | +3.5% | +10.8% | +13.8% |
| YTD | +20.5% | +22.0% | -1.6% | +19.0% |
| 1Y | +37.6% | +2.2% | +35.4% | +36.8% |
| 3Y | +55.5% | +19.6% | +36.0% | +53.2% |
| 5Y | +175.7% | -2.3% | +178.1% | +172.0% |
| All | +470.2% | +147.8% | +322.4% | +431.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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