-31.3%
BABA vs VRTX
+178.3%
-209.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | -4.8% | +0.8% | -5.6% | -4.9% |
| 30D | -11.9% | +12.6% | -24.5% | -13.4% |
| 3M | -9.3% | +23.6% | -32.9% | -12.5% |
| 6M | -14.2% | +14.3% | -28.5% | -16.3% |
| YTD | -22.0% | +20.5% | -42.5% | -24.7% |
| 1Y | -12.7% | +37.6% | -50.3% | -17.8% |
| 3Y | +26.7% | +55.5% | -28.9% | +12.0% |
| All | -31.3% | +178.3% | -209.6% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling