+31.7%
EXC vs VRTX
+45.4%
-13.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -1.9% | 0.0% | -2.0% | -1.9% |
| 30D | +7.8% | +11.8% | -4.1% | +7.0% |
| 3M | +1.9% | +3.2% | -1.3% | +1.6% |
| 6M | +3.4% | +21.0% | -17.7% | +1.9% |
| YTD | +7.6% | +19.7% | -12.1% | +6.0% |
| 1Y | +2.1% | +25.0% | -22.9% | +0.2% |
| All | +31.7% | +45.4% | -13.7% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling