+170.8%
ABBV vs VRTX
+175.7%
-4.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.2% |
| 7D | -4.3% | -3.4% | -0.9% | -3.4% |
| 30D | +1.1% | +6.6% | -5.5% | -0.6% |
| 3M | +12.3% | +19.4% | -7.1% | +7.4% |
| 6M | +9.8% | +15.8% | -6.0% | +5.6% |
| YTD | +11.5% | +16.7% | -5.2% | +7.0% |
| 1Y | +22.3% | +33.8% | -11.5% | +13.7% |
| 3Y | +85.2% | +54.2% | +31.0% | +66.4% |
| 5Y | +170.8% | +176.4% | -5.5% | +116.1% |
| All | +170.8% | +175.7% | -4.9% | +116.1% |
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