+1,395.4%
ASML vs VRTX
+580.6%
+814.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.7% |
| 7D | -9.0% | -2.1% | -6.9% | -8.4% |
| 30D | -21.0% | +8.2% | -29.2% | -23.3% |
| 3M | -16.3% | +13.0% | -29.3% | -20.3% |
| 6M | -7.5% | +27.9% | -35.5% | -16.1% |
| YTD | +34.0% | +20.7% | +13.3% | +23.5% |
| 1Y | +39.3% | +31.4% | +7.8% | +24.3% |
| 3Y | +128.9% | +41.8% | +87.0% | +90.8% |
| 5Y | +76.1% | +183.7% | -107.6% | +10.1% |
| All | +1,395.4% | +580.6% | +814.8% | +758.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling