+109.8%
AAPL vs VRTX
+175.1%
-65.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -3.0% | -6.4% | +3.4% | -1.4% |
| 30D | +2.3% | -0.5% | +2.8% | +2.4% |
| 3M | +8.6% | +16.9% | -8.3% | +4.5% |
| 6M | +21.6% | +13.1% | +8.5% | +17.6% |
| YTD | +16.3% | +14.9% | +1.4% | +11.6% |
| 1Y | +35.1% | +31.4% | +3.6% | +24.8% |
| 3Y | +79.4% | +51.9% | +27.5% | +49.2% |
| 5Y | +109.8% | +177.1% | -67.2% | +44.3% |
| All | +109.8% | +175.1% | -65.3% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 5y: compounded portfolio wealth divided by compounded VRTX 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…
5y analysis · Full analysis span regression · 6 months rolling