+223.5%
C vs VRTX
+580.6%
-357.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | -6.0% | +8.2% | -14.2% | -7.8% |
| 3M | -10.5% | +13.0% | -23.6% | -13.3% |
| 6M | -5.7% | +27.9% | -33.6% | -11.4% |
| YTD | +4.1% | +20.7% | -16.5% | -1.2% |
| 1Y | +20.5% | +31.4% | -10.9% | +11.9% |
| 3Y | +208.1% | +41.8% | +166.3% | +174.4% |
| 5Y | +110.4% | +183.7% | -73.3% | +54.7% |
| All | +223.5% | +580.6% | -357.1% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling