+3,109.3%
EQT vs VRTX
+11,321.8%
-8,212.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.0% | -6.4% | +4.4% | -1.4% |
| 30D | +1.0% | -0.5% | +1.5% | +1.0% |
| 3M | +4.0% | +16.9% | -12.9% | +2.4% |
| 6M | -11.7% | +13.1% | -24.8% | -12.9% |
| YTD | +2.8% | +14.9% | -12.1% | +1.3% |
| 1Y | +10.0% | +31.4% | -21.4% | +7.0% |
| 3Y | +34.1% | +51.9% | -17.8% | +27.8% |
| 5Y | +195.3% | +177.1% | +18.2% | +165.6% |
| 10Y | +51.6% | +456.3% | -404.7% | +25.9% |
| All | +3,109.3% | +11,321.8% | -8,212.5% | +1,776.3% |
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