+209.7%
ABT vs VRTX
+441.1%
-231.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -4.7% | -6.4% | +1.7% | -3.0% |
| 30D | -3.1% | -0.5% | -2.6% | -3.0% |
| 3M | +16.1% | +16.9% | -0.8% | +11.2% |
| 6M | -5.3% | +13.1% | -18.4% | -8.8% |
| YTD | -14.4% | +14.9% | -29.4% | -18.2% |
| 1Y | -18.4% | +31.4% | -49.8% | -25.0% |
| 3Y | +11.2% | +51.9% | -40.7% | -5.8% |
| 5Y | -9.4% | +177.1% | -186.4% | -37.3% |
| 10Y | +209.7% | +456.3% | -246.5% | +98.1% |
| All | +209.7% | +441.1% | -231.3% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling