+11.5%
ABT vs VRTX
+53.6%
-42.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.2% |
| 7D | -3.1% | -3.4% | +0.3% | -2.7% |
| 30D | -2.1% | +6.6% | -8.7% | -2.9% |
| 3M | +17.4% | +19.4% | -2.0% | +15.2% |
| 6M | -2.4% | +15.8% | -18.2% | -4.1% |
| YTD | -14.2% | +16.7% | -30.9% | -15.8% |
| 1Y | -18.3% | +33.8% | -52.2% | -20.9% |
| 3Y | +11.5% | +54.2% | -42.7% | +4.8% |
| All | +11.5% | +53.6% | -42.1% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling