+174.6%
ARM vs VRTX
+57.4%
+117.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.6% |
| 7D | -15.2% | -2.1% | -13.1% | -14.9% |
| 30D | -40.7% | +8.2% | -48.9% | -41.9% |
| 3M | -39.1% | +13.0% | -52.1% | -41.4% |
| 6M | -26.4% | +27.9% | -54.3% | -32.2% |
| YTD | +59.7% | +20.7% | +39.1% | +49.8% |
| 1Y | +10.3% | +31.4% | -21.1% | +0.8% |
| 3Y | +228.9% | +41.8% | +187.0% | +200.8% |
| All | +174.6% | +57.4% | +117.2% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling