+97,349.8%
ASML vs VRTX
+7,843.6%
+89,506.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.7% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | +2.2% | +12.6% | -10.5% | -0.9% |
| 3M | -2.3% | +23.6% | -25.9% | -7.6% |
| 6M | +23.0% | +14.3% | +8.7% | +18.4% |
| YTD | +61.1% | +20.5% | +40.6% | +52.7% |
| 1Y | +129.1% | +37.6% | +91.5% | +109.9% |
| 3Y | +165.4% | +55.5% | +109.8% | +131.2% |
| 5Y | +109.5% | +175.7% | -66.3% | +57.7% |
| 10Y | +1,645.7% | +474.2% | +1,171.5% | +974.1% |
| All | +97,349.8% | +7,843.6% | +89,506.2% | +20,881.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling