+178.2%
VRTX vs VSXY
+37.4%
+140.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.3% |
| 7D | +0.8% | -14.0% | +14.8% | +1.5% |
| 30D | +12.6% | -15.9% | +28.6% | +13.5% |
| 3M | +23.6% | +3.4% | +20.2% | +23.2% |
| 6M | +14.3% | +25.9% | -11.6% | +11.9% |
| YTD | +20.5% | +39.5% | -19.0% | +17.1% |
| 1Y | +37.6% | +194.4% | -156.8% | +27.5% |
| 3Y | +55.5% | +281.4% | -225.9% | +38.5% |
| 5Y | +175.7% | +12.8% | +163.0% | +157.4% |
| All | +178.2% | +37.4% | +140.9% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling