+14,014.6%
EBAY vs VRTX
+4,183.3%
+9,831.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -6.7% | +12.6% | -19.3% | -9.4% |
| 3M | -5.0% | +23.6% | -28.6% | -9.7% |
| 6M | +14.6% | +14.3% | +0.4% | +10.6% |
| YTD | +19.8% | +20.5% | -0.6% | +13.9% |
| 1Y | +12.6% | +37.6% | -25.0% | +3.5% |
| 3Y | +141.0% | +55.5% | +85.4% | +110.4% |
| 5Y | +47.5% | +175.7% | -128.2% | +11.4% |
| 10Y | +263.3% | +474.2% | -210.9% | +119.0% |
| All | +14,014.6% | +4,183.3% | +9,831.3% | +2,292.6% |
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 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