+77,094.7%
ASML vs VRTX
+7,790.9%
+69,303.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.5% |
| 3M | -19.1% | +11.9% | -30.9% | -21.6% |
| 6M | -5.7% | +27.8% | -33.6% | -12.0% |
| YTD | +27.6% | +19.7% | +7.9% | +20.8% |
| 1Y | +30.8% | +30.1% | +0.7% | +21.2% |
| 3Y | +116.2% | +44.2% | +72.0% | +91.2% |
| 5Y | +67.7% | +181.3% | -113.6% | +25.3% |
| 10Y | +1,355.3% | +587.1% | +768.3% | +758.4% |
| All | +77,094.7% | +7,790.9% | +69,303.8% | +16,493.5% |
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 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