+22.3%
BABA vs VRTX
+452.9%
-430.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.9% |
| 7D | +8.6% | +0.5% | +8.1% | +8.4% |
| 30D | -1.1% | +8.0% | -9.1% | -3.0% |
| 3M | -15.9% | +11.9% | -27.8% | -18.4% |
| 6M | -17.5% | +27.8% | -45.4% | -23.0% |
| YTD | -25.6% | +19.7% | -45.3% | -29.7% |
| 1Y | -33.8% | +30.1% | -63.9% | -38.9% |
| 3Y | +34.6% | +44.2% | -9.6% | +17.3% |
| 5Y | -27.7% | +181.3% | -209.0% | -48.7% |
| 10Y | +17.7% | +587.1% | -569.4% | -37.9% |
| All | +22.3% | +452.9% | -430.6% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling