+216.5%
AZN vs VRTX
+451.8%
-235.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.6% | -5.6% | +4.1% | -0.1% |
| 30D | +1.1% | -2.0% | +3.0% | +1.6% |
| 3M | -12.1% | +15.8% | -27.9% | -15.4% |
| 6M | -17.1% | +4.7% | -21.8% | -18.2% |
| YTD | -12.0% | +13.7% | -25.7% | -15.1% |
| 1Y | -0.2% | +29.7% | -29.9% | -7.0% |
| 3Y | +26.8% | +48.4% | -21.7% | +11.2% |
| 5Y | +56.9% | +173.3% | -116.5% | +16.5% |
| All | +216.5% | +451.8% | -235.3% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling