+5.2%
EXC vs VRTX
+38.2%
-33.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -1.0% |
| 7D | +0.3% | +0.8% | -0.5% | +0.3% |
| 30D | -3.7% | +12.6% | -16.4% | -4.4% |
| 3M | -1.3% | +23.6% | -24.9% | -2.3% |
| 6M | -9.7% | +14.3% | -24.0% | -10.5% |
| YTD | +2.9% | +20.5% | -17.6% | +2.0% |
| All | +5.2% | +38.2% | -33.0% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling