+4,674.2%
AZN vs VRTX
+10,478.0%
-5,803.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.5% | -1.3% |
| 7D | -1.5% | -3.4% | +1.9% | -1.2% |
| 30D | -0.9% | +6.6% | -7.5% | -1.5% |
| 3M | -11.8% | +19.4% | -31.2% | -13.4% |
| 6M | -17.6% | +15.8% | -33.4% | -18.8% |
| YTD | -12.0% | +16.7% | -28.7% | -13.5% |
| 1Y | -0.9% | +33.8% | -34.7% | -3.8% |
| 3Y | +23.7% | +54.2% | -30.5% | +17.5% |
| 5Y | +54.5% | +176.4% | -121.8% | +38.5% |
| 10Y | +218.2% | +443.5% | -225.4% | +165.9% |
| All | +4,674.2% | +10,478.0% | -5,803.8% | +2,777.7% |
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