+214.2%
GDX vs VRTX
+1,717.4%
-1,503.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | +18.6% | +12.6% | +6.0% | +17.2% |
| 3M | +14.9% | +23.6% | -8.7% | +12.4% |
| 6M | -6.3% | +14.3% | -20.5% | -7.6% |
| YTD | +15.7% | +20.5% | -4.7% | +13.5% |
| 1Y | +54.8% | +37.6% | +17.3% | +49.7% |
| 3Y | +253.4% | +55.5% | +197.9% | +234.3% |
| 5Y | +219.7% | +175.7% | +43.9% | +184.6% |
| 10Y | +300.2% | +474.2% | -174.0% | +226.5% |
| All | +214.2% | +1,717.4% | -1,503.2% | +77.8% |
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