+1,110.3%
C vs VRTX
+11,869.8%
-10,759.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | +0.1% | +12.6% | -12.6% | -2.1% |
| 3M | +2.4% | +23.6% | -21.2% | -1.4% |
| 6M | +24.9% | +14.3% | +10.7% | +21.8% |
| YTD | +19.8% | +20.5% | -0.7% | +15.5% |
| 1Y | +44.9% | +37.6% | +7.3% | +36.3% |
| 3Y | +263.0% | +55.5% | +207.4% | +230.0% |
| 5Y | +129.5% | +175.7% | -46.2% | +87.4% |
| 10Y | +291.6% | +474.2% | -182.6% | +174.2% |
| All | +1,110.3% | +11,869.8% | -10,759.4% | +335.5% |
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