-33.4%
BABA vs VRTX
+186.8%
-220.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | +2.4% | +3.2% | -0.9% | +2.0% |
| 30D | -7.8% | +7.4% | -15.2% | -8.7% |
| 3M | -22.4% | +4.6% | -26.9% | -22.9% |
| 6M | -26.0% | +27.5% | -53.5% | -28.9% |
| YTD | -29.3% | +20.9% | -50.1% | -31.6% |
| 1Y | -37.5% | +30.1% | -67.6% | -40.4% |
| 3Y | +31.9% | +46.6% | -14.7% | +19.5% |
| 5Y | -33.4% | +191.6% | -225.0% | -48.4% |
| All | -33.4% | +186.8% | -220.3% | -48.4% |
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