+28.2%
BABA vs VRTX
+456.6%
-428.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | -11.9% | +12.6% | -24.5% | -14.5% |
| 3M | -9.3% | +23.6% | -32.9% | -14.3% |
| 6M | -14.2% | +14.3% | -28.5% | -17.6% |
| YTD | -22.0% | +20.5% | -42.5% | -26.3% |
| 1Y | -12.7% | +37.6% | -50.3% | -20.5% |
| 3Y | +26.7% | +55.5% | -28.9% | +8.2% |
| 5Y | -29.3% | +175.7% | -205.1% | -49.6% |
| 10Y | +21.2% | +474.2% | -453.0% | -32.4% |
| All | +28.2% | +456.6% | -428.4% | -29.7% |
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 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