+40.4%
EXC vs VRTX
+187.6%
-147.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.4% | -1.6% | +2.9% | +1.6% |
| 30D | +8.6% | +8.0% | +0.5% | +7.5% |
| 3M | +2.4% | +4.3% | -1.9% | +1.7% |
| 6M | +6.5% | +18.9% | -12.4% | +3.9% |
| YTD | +9.0% | +18.8% | -9.8% | +6.2% |
| 1Y | +4.6% | +24.0% | -19.4% | +1.2% |
| 3Y | +33.5% | +42.1% | -8.6% | +22.9% |
| All | +40.4% | +187.6% | -147.1% | +16.3% |
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