+475.2%
AVGO vs VRTX
+184.6%
+290.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -9.9% | -2.1% | -7.8% | -9.6% |
| 30D | -22.0% | +8.2% | -30.2% | -23.2% |
| 3M | -30.0% | +13.0% | -43.1% | -31.9% |
| 6M | -30.7% | +27.9% | -58.7% | -34.7% |
| YTD | -14.7% | +20.7% | -35.3% | -18.9% |
| 1Y | -16.8% | +31.4% | -48.2% | -22.9% |
| 3Y | +244.4% | +41.8% | +202.6% | +204.0% |
| All | +475.2% | +184.6% | +290.6% | +296.4% |
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 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