+470.4%
VRTX vs VSH
+115.4%
+355.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.1% |
| 7D | -1.6% | +14.3% | -15.9% | -3.7% |
| 30D | +8.0% | -7.9% | +15.9% | +8.4% |
| 3M | +4.3% | -19.9% | +24.1% | +6.2% |
| 6M | +18.9% | -30.5% | +49.4% | +19.7% |
| YTD | +18.8% | +85.7% | -66.9% | -4.7% |
| 1Y | +24.0% | +98.9% | -75.0% | -2.2% |
| 3Y | +42.1% | +32.1% | +10.1% | +18.1% |
| 5Y | +187.6% | +39.7% | +147.9% | +129.7% |
| All | +470.4% | +115.4% | +355.0% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling