+1,504.8%
ASML vs VRTX
+519.5%
+985.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | -14.9% | +8.0% | -22.9% | -17.4% |
| 3M | -13.0% | +11.0% | -24.0% | -16.7% |
| 6M | -4.7% | +28.2% | -32.9% | -13.8% |
| YTD | +42.3% | +21.5% | +20.8% | +30.7% |
| 1Y | +49.7% | +34.5% | +15.2% | +32.2% |
| 3Y | +144.3% | +49.5% | +94.8% | +98.7% |
| 5Y | +86.4% | +188.3% | -101.9% | +14.5% |
| 10Y | +1,504.8% | +493.1% | +1,011.7% | +788.7% |
| All | +1,504.8% | +519.5% | +985.3% | +788.7% |
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 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