+105.5%
B vs VRTX
+187.6%
-82.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -7.3% | -1.6% | -5.8% | -7.1% |
| 30D | -3.3% | +8.0% | -11.4% | -4.6% |
| 3M | -7.8% | +4.3% | -12.1% | -8.4% |
| 6M | -15.5% | +18.9% | -34.4% | -17.9% |
| YTD | -12.3% | +18.8% | -31.1% | -14.6% |
| 1Y | +5.4% | +24.0% | -18.6% | +2.0% |
| 3Y | +165.5% | +42.1% | +123.4% | +146.6% |
| All | +105.5% | +187.6% | -82.0% | +94.7% |
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 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