+67.7%
ASML vs VRTX
+180.0%
-112.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -9.0% |
| 7D | -19.0% | +0.5% | -19.5% | -19.2% |
| 30D | -25.9% | +8.0% | -33.9% | -27.6% |
| 3M | -19.1% | +11.9% | -30.9% | -21.9% |
| 6M | -5.7% | +27.8% | -33.6% | -12.9% |
| YTD | +27.6% | +19.7% | +7.9% | +19.8% |
| 1Y | +30.8% | +30.1% | +0.7% | +19.5% |
| 3Y | +116.2% | +44.2% | +72.0% | +81.9% |
| 5Y | +67.7% | +181.3% | -113.6% | +0.9% |
| All | +67.7% | +180.0% | -112.3% | +0.9% |
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