+214.0%
ARM vs VRTX
+43.0%
+170.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.2% | -11.9% | -12.9% |
| 7D | -27.1% | +0.5% | -27.6% | -27.3% |
| 30D | -44.9% | +8.0% | -52.9% | -45.9% |
| 3M | -39.3% | +11.9% | -51.2% | -41.3% |
| 6M | -20.2% | +27.8% | -48.0% | -26.1% |
| YTD | +52.5% | +19.7% | +32.9% | +43.9% |
| 1Y | +4.1% | +30.1% | -26.0% | -4.1% |
| All | +214.0% | +43.0% | +170.9% | +194.0% |
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