+35.8%
ARM vs VRTX
+24.1%
+11.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.6% |
| 7D | +9.1% | -1.6% | +10.7% | +9.2% |
| 30D | -19.9% | +8.0% | -28.0% | -20.4% |
| 3M | -31.6% | +4.3% | -35.9% | -32.0% |
| 6M | -13.9% | +18.9% | -32.7% | -18.3% |
| YTD | +74.3% | +18.8% | +55.5% | +64.9% |
| 1Y | +35.8% | +24.0% | +11.8% | +28.3% |
| All | +35.8% | +24.1% | +11.7% | +28.3% |
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