+754.2%
F vs VRTX
+11,869.8%
-11,115.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | +5.3% | +0.8% | +4.5% | +5.2% |
| 30D | +4.6% | +12.6% | -8.1% | +3.1% |
| 3M | -3.7% | +23.6% | -27.3% | -6.1% |
| 6M | +16.8% | +14.3% | +2.5% | +14.9% |
| YTD | +15.3% | +20.5% | -5.2% | +12.6% |
| 1Y | +31.0% | +37.6% | -6.6% | +25.9% |
| 3Y | +45.4% | +55.5% | -10.1% | +36.6% |
| 5Y | +54.7% | +175.7% | -121.1% | +35.6% |
| 10Y | +98.2% | +474.2% | -376.0% | +56.5% |
| All | +754.2% | +11,869.8% | -11,115.6% | +345.6% |
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