+3,429.2%
VRTX vs VSAT
+1,481.4%
+1,947.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.4% | +12.5% | -12.8% | -2.9% |
| 30D | +7.9% | +11.0% | -3.1% | +4.8% |
| 3M | +3.3% | -11.1% | +14.4% | +3.8% |
| 6M | +25.7% | +2.8% | +22.9% | +20.2% |
| YTD | +20.7% | +118.0% | -97.3% | -2.1% |
| 1Y | +27.4% | +97.1% | -69.7% | +4.7% |
| 3Y | +46.4% | +296.8% | -250.4% | -11.3% |
| 5Y | +194.3% | +38.7% | +155.6% | +104.9% |
| 10Y | +494.6% | -7.4% | +502.0% | +312.6% |
| All | +3,429.2% | +1,481.4% | +1,947.9% | +1,148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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