+2,376.7%
EXC vs VRTX
+11,869.8%
-9,493.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -1.0% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | -3.7% | +12.6% | -16.4% | -4.4% |
| 3M | -1.3% | +23.6% | -24.9% | -2.5% |
| 6M | -9.7% | +14.3% | -24.0% | -10.5% |
| YTD | +2.9% | +20.5% | -17.6% | +1.7% |
| 1Y | +4.4% | +37.6% | -33.2% | +2.4% |
| 3Y | +22.2% | +55.5% | -33.3% | +18.5% |
| 5Y | +46.7% | +175.7% | -129.0% | +37.8% |
| 10Y | +155.3% | +474.2% | -318.9% | +130.9% |
| All | +2,376.7% | +11,869.8% | -9,493.0% | +1,840.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling