+1,530.7%
VRTX vs SW
+755.0%
+775.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | +0.8% | -5.1% | +5.9% | +0.9% |
| 30D | +12.6% | -4.6% | +17.2% | +12.7% |
| 3M | +23.6% | +9.4% | +14.2% | +23.4% |
| 6M | +14.3% | +3.5% | +10.8% | +14.1% |
| YTD | +20.5% | +22.0% | -1.6% | +19.9% |
| 1Y | +37.6% | +2.2% | +35.4% | +37.3% |
| 3Y | +55.5% | +19.6% | +36.0% | +54.7% |
| 5Y | +175.7% | -2.3% | +178.1% | +174.1% |
| 10Y | +474.2% | +181.4% | +292.8% | +467.2% |
| All | +1,530.7% | +755.0% | +775.7% | +1,503.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling