+31,416.6%
AVGO vs VRTX
+1,392.9%
+30,023.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -3.0% | +0.8% | -3.8% | -3.1% |
| 30D | -14.4% | +12.6% | -27.1% | -16.5% |
| 3M | -14.4% | +23.6% | -38.1% | -18.3% |
| 6M | +13.1% | +14.3% | -1.1% | +9.4% |
| YTD | +3.8% | +20.5% | -16.7% | -0.9% |
| 1Y | +17.8% | +37.6% | -19.8% | +9.1% |
| 3Y | +325.3% | +55.5% | +269.7% | +279.2% |
| 5Y | +689.9% | +175.7% | +514.2% | +523.2% |
| 10Y | +2,597.0% | +474.2% | +2,122.8% | +1,766.6% |
| All | +31,416.6% | +1,392.9% | +30,023.7% | +16,326.8% |
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