+11.7%
BABA vs VRTX
+483.3%
-471.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | -13.8% | -1.6% | -12.2% | -13.5% |
| 30D | -15.1% | +8.0% | -23.1% | -16.6% |
| 3M | -22.7% | +4.3% | -27.0% | -23.7% |
| 6M | -34.7% | +18.9% | -53.6% | -37.7% |
| YTD | -35.0% | +18.8% | -53.8% | -38.3% |
| 1Y | -40.4% | +24.0% | -64.4% | -44.1% |
| 3Y | +21.9% | +42.1% | -20.2% | +7.0% |
| 5Y | -39.9% | +187.6% | -227.5% | -57.6% |
| All | +11.7% | +483.3% | -471.6% | -32.9% |
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