+228.6%
ABT vs VRTX
+480.2%
-251.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | +8.0% | +7.9% | +0.1% | +5.6% |
| 3M | +0.2% | +3.3% | -3.1% | -0.8% |
| 6M | +34.1% | +25.7% | +8.4% | +25.6% |
| YTD | -10.6% | +20.7% | -31.3% | -15.8% |
| 1Y | -11.8% | +27.4% | -39.3% | -18.3% |
| 3Y | +23.9% | +46.4% | -22.5% | +6.3% |
| 5Y | -5.1% | +194.3% | -199.4% | -35.8% |
| 10Y | +228.6% | +494.6% | -266.0% | +110.5% |
| All | +228.6% | +480.2% | -251.6% | +110.5% |
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