+632.1%
F vs VRTX
+11,790.4%
-11,158.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +2.0% | +8.0% | -6.0% | +1.1% |
| 3M | -10.4% | +11.9% | -22.3% | -11.6% |
| 6M | +9.7% | +27.8% | -18.1% | +6.5% |
| YTD | -1.2% | +19.7% | -20.8% | -3.4% |
| 1Y | 0.0% | +30.1% | -30.1% | -3.2% |
| 3Y | +41.1% | +44.2% | -3.1% | +33.6% |
| 5Y | -11.4% | +181.3% | -192.7% | -22.5% |
| 10Y | +85.0% | +587.1% | -502.1% | +43.3% |
| All | +632.1% | +11,790.4% | -11,158.3% | +282.0% |
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