+32.4%
VRTX vs VSXY
+190.1%
-157.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.2% |
| 7D | -7.8% | -0.3% | -7.4% | -7.8% |
| 30D | -2.8% | -22.1% | +19.2% | -2.4% |
| 3M | +18.1% | -1.1% | +19.2% | +18.1% |
| 6M | +3.1% | +53.8% | -50.7% | +0.5% |
| YTD | +13.5% | +35.5% | -22.0% | +12.0% |
| 1Y | +32.4% | +186.0% | -153.6% | +19.2% |
| All | +32.4% | +190.1% | -157.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling