+261.2%
ARM vs VRTX
+46.0%
+215.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.6% |
| 7D | -5.3% | -0.4% | -4.9% | -5.3% |
| 30D | -30.0% | +8.0% | -38.0% | -31.2% |
| 3M | -34.1% | +11.0% | -45.1% | -36.0% |
| 6M | -12.6% | +28.2% | -40.8% | -19.1% |
| YTD | +70.4% | +21.5% | +48.9% | +60.4% |
| 1Y | +22.3% | +34.5% | -12.3% | +11.8% |
| 3Y | +261.2% | +49.5% | +211.7% | +238.7% |
| All | +261.2% | +46.0% | +215.2% | +238.7% |
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