+231.2%
GDXJ vs VRTX
+483.3%
-252.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -8.1% | -1.6% | -6.5% | -7.8% |
| 30D | -5.5% | +8.0% | -13.5% | -6.9% |
| 3M | -14.6% | +4.3% | -18.8% | -15.3% |
| 6M | -23.2% | +18.9% | -42.1% | -25.7% |
| YTD | -13.0% | +18.8% | -31.8% | -15.8% |
| 1Y | +2.8% | +24.0% | -21.2% | -1.4% |
| 3Y | +221.5% | +42.1% | +179.3% | +194.8% |
| 5Y | +123.4% | +187.6% | -64.2% | +79.1% |
| All | +231.2% | +483.3% | -252.1% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling