+441.5%
B vs VRTX
+11,908.5%
-11,467.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.1% |
| 7D | +7.1% | +3.2% | +3.9% | +7.0% |
| 30D | -3.3% | +7.4% | -10.7% | -3.6% |
| 3M | -2.5% | +4.6% | -7.1% | -2.7% |
| 6M | -7.2% | +27.5% | -34.7% | -8.0% |
| YTD | -7.4% | +20.9% | -28.2% | -8.0% |
| 1Y | +16.4% | +30.1% | -13.6% | +15.4% |
| 3Y | +178.7% | +46.6% | +132.1% | +174.4% |
| 5Y | +121.7% | +191.6% | -69.9% | +113.5% |
| 10Y | +208.6% | +474.5% | -265.9% | +191.8% |
| All | +441.5% | +11,908.5% | -11,467.0% | +408.1% |
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