+86.1%
ARM vs VRTX
+37.4%
+48.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.2% |
| 7D | +5.5% | +0.8% | +4.6% | +5.3% |
| 30D | -8.2% | +12.6% | -20.8% | -10.7% |
| 3M | -35.9% | +23.6% | -59.6% | -40.1% |
| 6M | +103.1% | +14.3% | +88.8% | +95.7% |
| YTD | +130.6% | +20.5% | +110.2% | +117.6% |
| 1Y | +86.1% | +37.6% | +48.5% | +71.8% |
| All | +86.1% | +37.4% | +48.7% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling