+626.8%
F vs VRTX
+11,891.0%
-11,264.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.8% |
| 7D | +1.6% | -2.1% | +3.7% | +1.8% |
| 30D | +2.6% | +8.2% | -5.6% | +1.7% |
| 3M | -8.8% | +13.0% | -21.8% | -10.2% |
| 6M | +4.6% | +27.9% | -23.3% | +1.5% |
| YTD | -1.9% | +20.7% | -22.6% | -4.2% |
| 1Y | -0.8% | +31.4% | -32.2% | -4.1% |
| 3Y | +43.5% | +41.8% | +1.7% | +36.2% |
| 5Y | -12.1% | +183.7% | -195.7% | -23.2% |
| 10Y | +83.6% | +592.9% | -509.2% | +42.2% |
| All | +626.8% | +11,891.0% | -11,264.2% | +278.9% |
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