+128.9%
ASML vs VRTX
+44.2%
+84.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.9% |
| 7D | -9.0% | -2.1% | -6.9% | -8.8% |
| 30D | -21.0% | +8.2% | -29.2% | -21.9% |
| 3M | -16.3% | +13.0% | -29.3% | -18.2% |
| 6M | -7.5% | +27.9% | -35.5% | -12.0% |
| YTD | +34.0% | +20.7% | +13.3% | +28.8% |
| 1Y | +39.3% | +31.4% | +7.8% | +31.8% |
| 3Y | +128.9% | +41.8% | +87.0% | +113.0% |
| All | +128.9% | +44.2% | +84.6% | +113.0% |
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