+56.4%
AZN vs VRTX
+173.5%
-117.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -3.1% | -7.8% | +4.7% | -1.0% |
| 30D | +0.6% | -2.8% | +3.4% | +1.3% |
| 3M | -10.8% | +18.1% | -28.9% | -14.5% |
| 6M | -18.1% | +3.1% | -21.2% | -19.0% |
| YTD | -12.3% | +13.5% | -25.8% | -15.3% |
| 1Y | -0.2% | +32.4% | -32.6% | -7.3% |
| 3Y | +23.4% | +50.0% | -26.6% | +6.8% |
| 5Y | +56.4% | +172.9% | -116.5% | +23.5% |
| All | +56.4% | +173.5% | -117.1% | +23.5% |
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 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