+510.6%
B vs VRTX
+11,869.8%
-11,359.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.6% |
| 30D | +9.4% | +12.6% | -3.2% | +9.0% |
| 3M | +5.0% | +23.6% | -18.6% | +4.2% |
| 6M | -3.5% | +14.3% | -17.8% | -4.0% |
| YTD | +4.5% | +20.5% | -16.0% | +3.8% |
| 1Y | +67.8% | +37.6% | +30.2% | +65.9% |
| 3Y | +196.7% | +55.5% | +141.2% | +191.6% |
| 5Y | +151.9% | +175.7% | -23.8% | +143.1% |
| 10Y | +202.2% | +474.2% | -272.0% | +185.6% |
| All | +510.6% | +11,869.8% | -11,359.2% | +473.1% |
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