+557.4%
VRTX vs SW
+182.7%
+374.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +0.9% |
| 7D | -2.1% | +2.3% | -4.4% | -2.2% |
| 30D | +8.2% | +6.8% | +1.4% | +7.8% |
| 3M | +13.0% | -5.2% | +18.2% | +13.3% |
| 6M | +27.9% | +7.4% | +20.5% | +27.3% |
| YTD | +20.7% | +17.4% | +3.3% | +19.4% |
| 1Y | +31.4% | +27.1% | +4.3% | +29.6% |
| 3Y | +41.8% | +47.9% | -6.0% | +38.9% |
| 5Y | +183.7% | -2.6% | +186.3% | +180.0% |
| All | +557.4% | +182.7% | +374.7% | +488.2% |
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