+4,347.2%
ABT vs VRTX
+11,889.7%
-7,542.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | +8.0% | +7.9% | +0.1% | +7.2% |
| 3M | +0.2% | +3.3% | -3.1% | -0.1% |
| 6M | +34.1% | +25.7% | +8.4% | +31.2% |
| YTD | -10.6% | +20.7% | -31.3% | -12.4% |
| 1Y | -11.8% | +27.4% | -39.3% | -14.0% |
| 3Y | +23.9% | +46.4% | -22.5% | +18.3% |
| 5Y | -5.1% | +194.3% | -199.4% | -15.1% |
| 10Y | +228.6% | +494.6% | -266.0% | +176.6% |
| All | +4,347.2% | +11,889.7% | -7,542.5% | +2,729.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling