+54.8%
EBAY vs VRTX
+175.1%
-120.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.8% |
| 7D | -3.0% | -6.4% | +3.4% | -1.9% |
| 30D | -3.6% | -0.5% | -3.1% | -3.6% |
| 3M | -4.4% | +16.9% | -21.4% | -7.2% |
| 6M | +12.1% | +13.1% | -1.0% | +9.2% |
| YTD | +19.9% | +14.9% | +5.0% | +16.3% |
| 1Y | +13.4% | +31.4% | -18.1% | +7.0% |
| 3Y | +150.5% | +51.9% | +98.6% | +119.4% |
| 5Y | +54.8% | +177.1% | -122.2% | +22.9% |
| All | +54.8% | +175.1% | -120.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling