+2,979.8%
ASX vs VRTX
+526.1%
+2,453.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.3% |
| 7D | -19.9% | -2.1% | -17.8% | -19.6% |
| 30D | -30.9% | +8.2% | -39.1% | -32.0% |
| 3M | -15.1% | +13.0% | -28.1% | -17.2% |
| 6M | -6.5% | +27.9% | -34.4% | -11.0% |
| YTD | +98.4% | +20.7% | +77.8% | +90.4% |
| 1Y | +107.9% | +31.4% | +76.4% | +96.3% |
| 3Y | +325.3% | +41.8% | +283.5% | +291.5% |
| 5Y | +447.3% | +183.7% | +263.6% | +343.8% |
| 10Y | +763.2% | +592.9% | +170.3% | +486.6% |
| All | +2,979.8% | +526.1% | +2,453.6% | +1,249.1% |
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