+200.6%
ABBV vs VRTX
+186.8%
+13.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.8% | +3.2% | -0.5% | +1.9% |
| 30D | +7.0% | +7.4% | -0.5% | +4.9% |
| 3M | +19.2% | +4.6% | +14.7% | +17.8% |
| 6M | +47.8% | +27.5% | +20.3% | +38.8% |
| YTD | +32.5% | +20.9% | +11.6% | +25.8% |
| 1Y | +38.4% | +30.1% | +8.3% | +29.3% |
| 3Y | +134.3% | +46.6% | +87.7% | +112.1% |
| 5Y | +200.6% | +191.6% | +9.1% | +136.1% |
| All | +200.6% | +186.8% | +13.8% | +136.1% |
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