+1,539.4%
VRTX vs SW
+743.1%
+796.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.6% | +3.3% |
| 7D | +3.7% | +12.1% | -8.4% | +3.4% |
| 30D | +9.0% | +6.6% | +2.5% | +8.9% |
| 3M | +14.7% | -6.0% | +20.7% | +14.8% |
| 6M | +27.7% | +21.5% | +6.3% | +27.2% |
| YTD | +21.1% | +20.3% | +0.8% | +20.5% |
| 1Y | +30.2% | +28.1% | +2.1% | +29.5% |
| 3Y | +45.9% | +51.6% | -5.7% | +44.9% |
| 5Y | +182.7% | -0.1% | +182.8% | +181.0% |
| 10Y | +595.3% | +189.7% | +405.6% | +587.1% |
| All | +1,539.4% | +743.1% | +796.4% | +1,512.8% |
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