+183.8%
EXC vs VRTX
+519.5%
-335.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | +9.3% | +8.0% | +1.3% | +7.8% |
| 3M | +1.0% | +11.0% | -10.0% | -1.1% |
| 6M | +5.9% | +28.2% | -22.2% | +1.0% |
| YTD | +7.6% | +21.5% | -13.9% | +3.2% |
| 1Y | +2.4% | +34.5% | -32.1% | -3.8% |
| 3Y | +30.2% | +49.5% | -19.2% | +17.0% |
| 5Y | +41.4% | +188.3% | -146.9% | +9.2% |
| 10Y | +183.8% | +493.1% | -309.3% | +118.6% |
| All | +183.8% | +519.5% | -335.7% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling