+15.7%
BABA vs VRTX
+482.4%
-466.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +2.4% | +3.2% | -0.9% | +1.6% |
| 30D | -7.8% | +7.4% | -15.2% | -9.3% |
| 3M | -22.4% | +4.6% | -26.9% | -23.4% |
| 6M | -26.0% | +27.5% | -53.5% | -30.6% |
| YTD | -29.3% | +20.9% | -50.1% | -33.1% |
| 1Y | -37.5% | +30.1% | -67.6% | -42.1% |
| 3Y | +31.9% | +46.6% | -14.7% | +15.0% |
| 5Y | -33.4% | +191.6% | -225.0% | -53.1% |
| 10Y | +15.7% | +474.5% | -458.8% | -31.3% |
| All | +15.7% | +482.4% | -466.7% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling