+181.3%
VRTX vs SW
-1.6%
+182.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +0.5% | +4.7% | -4.2% | +0.2% |
| 30D | +8.0% | +5.0% | +3.0% | +7.7% |
| 3M | +11.9% | -7.3% | +19.2% | +12.3% |
| 6M | +27.8% | +15.0% | +12.9% | +26.9% |
| YTD | +19.7% | +18.5% | +1.1% | +18.5% |
| 1Y | +30.1% | +27.1% | +3.0% | +28.5% |
| 3Y | +44.2% | +49.3% | -5.1% | +43.2% |
| 5Y | +181.3% | -1.6% | +182.9% | +181.6% |
| All | +181.3% | -1.6% | +182.9% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling