+425.7%
DELL vs VRTX
+45.4%
+380.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +17.1% | 0.0% | +17.1% | +17.1% |
| 30D | -35.1% | +11.8% | -46.9% | -36.3% |
| 3M | -23.3% | +3.2% | -26.5% | -23.8% |
| 6M | +55.8% | +21.0% | +34.8% | +48.9% |
| YTD | +198.0% | +19.7% | +178.3% | +185.5% |
| 1Y | +166.6% | +25.0% | +141.6% | +153.0% |
| All | +425.7% | +45.4% | +380.3% | +388.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling