+43.8%
EXC vs VRTX
+183.5%
-139.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | +10.0% | +8.2% | +1.8% | +8.9% |
| 3M | +1.6% | +13.0% | -11.4% | -0.1% |
| 6M | +3.3% | +27.9% | -24.7% | -0.1% |
| YTD | +7.6% | +20.7% | -13.1% | +4.5% |
| 1Y | +3.5% | +31.4% | -28.0% | -0.7% |
| 3Y | +27.7% | +41.8% | -14.2% | +17.8% |
| All | +43.8% | +183.5% | -139.6% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling