+42.3%
VRTX vs SW
+42.5%
-0.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.6% | +3.0% |
| 7D | +3.7% | +12.1% | -8.4% | +2.4% |
| 30D | +9.0% | +6.6% | +2.5% | +8.2% |
| 3M | +14.7% | -6.0% | +20.7% | +15.3% |
| 6M | +27.7% | +21.5% | +6.3% | +25.0% |
| YTD | +21.1% | +20.3% | +0.8% | +18.3% |
| 1Y | +30.2% | +28.1% | +2.1% | +26.4% |
| All | +42.3% | +42.5% | -0.2% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling