+453.4%
B vs VRTX
+11,891.0%
-11,437.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +9.6% | -2.1% | +11.7% | +9.7% |
| 30D | +3.5% | +8.2% | -4.7% | +3.2% |
| 3M | -1.6% | +13.0% | -14.6% | -2.0% |
| 6M | -1.7% | +27.9% | -29.6% | -2.5% |
| YTD | -5.3% | +20.7% | -26.0% | -6.0% |
| 1Y | +27.2% | +31.4% | -4.2% | +26.0% |
| 3Y | +166.1% | +41.8% | +124.3% | +162.2% |
| 5Y | +136.5% | +183.7% | -47.2% | +127.9% |
| 10Y | +172.2% | +592.9% | -420.6% | +156.3% |
| All | +453.4% | +11,891.0% | -11,437.6% | +419.3% |
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