-54.1%
ADBE vs VRTX
+53.6%
-107.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.0% |
| 7D | -10.1% | -3.4% | -6.7% | -9.5% |
| 30D | -3.0% | +6.6% | -9.6% | -3.9% |
| 3M | +5.0% | +19.4% | -14.4% | +2.5% |
| 6M | -9.3% | +15.8% | -25.1% | -11.2% |
| YTD | -26.5% | +16.7% | -43.2% | -28.2% |
| 1Y | -28.3% | +33.8% | -62.1% | -31.1% |
| 3Y | -54.1% | +54.2% | -108.3% | -59.5% |
| All | -54.1% | +53.6% | -107.7% | -59.5% |
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 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