+177.3%
GDX vs VRTX
+1,720.6%
-1,543.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.1% |
| 7D | +13.6% | -2.1% | +15.7% | +13.9% |
| 30D | +2.5% | +8.2% | -5.7% | +1.6% |
| 3M | +4.4% | +13.0% | -8.6% | +3.0% |
| 6M | -5.2% | +27.9% | -33.2% | -7.7% |
| YTD | +2.1% | +20.7% | -18.5% | +0.1% |
| 1Y | +24.7% | +31.4% | -6.7% | +21.1% |
| 3Y | +211.3% | +41.8% | +169.5% | +197.1% |
| 5Y | +186.7% | +183.7% | +3.0% | +154.4% |
| 10Y | +285.3% | +592.9% | -307.6% | +208.9% |
| All | +177.3% | +1,720.6% | -1,543.3% | +56.8% |
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