-17.5%
BABA vs VRTX
+25.6%
-43.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.4% |
| 7D | +8.6% | +0.5% | +8.1% | +8.6% |
| 30D | -1.1% | +8.0% | -9.1% | +0.6% |
| 3M | -15.9% | +11.9% | -27.8% | -12.8% |
| 6M | -17.5% | +27.8% | -45.4% | -16.4% |
| All | -17.5% | +25.6% | -43.1% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling