+49.5%
DOW vs VRTX
+32.9%
+16.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.6% |
| 7D | -6.8% | +3.2% | -10.1% | -6.6% |
| 30D | +10.8% | +7.4% | +3.4% | +11.5% |
| 3M | +4.1% | +4.6% | -0.4% | +4.7% |
| 6M | -12.7% | +27.5% | -40.2% | -10.5% |
| YTD | +39.2% | +20.9% | +18.4% | +39.8% |
| 1Y | +49.5% | +30.1% | +19.4% | +46.4% |
| All | +49.5% | +32.9% | +16.6% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling