+151.7%
EXC vs VRTX
+470.1%
-318.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.7% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | -3.7% | +12.6% | -16.4% | -5.8% |
| 3M | -1.3% | +23.6% | -24.9% | -5.0% |
| 6M | -9.7% | +14.3% | -24.0% | -12.1% |
| YTD | +2.9% | +20.5% | -17.6% | -0.9% |
| 1Y | +4.4% | +37.6% | -33.2% | -2.0% |
| 3Y | +22.2% | +55.5% | -33.3% | +9.5% |
| 5Y | +46.7% | +175.7% | -129.0% | +16.0% |
| All | +151.7% | +470.1% | -318.3% | +105.2% |
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