+79.5%
GDXJ vs VRTX
+1,243.5%
-1,163.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | +17.9% | +12.6% | +5.2% | +16.3% |
| 3M | +15.3% | +23.6% | -8.3% | +12.6% |
| 6M | -9.4% | +14.3% | -23.7% | -10.8% |
| YTD | +13.4% | +20.5% | -7.1% | +11.1% |
| 1Y | +59.7% | +37.6% | +22.1% | +54.1% |
| 3Y | +283.6% | +55.5% | +228.0% | +261.6% |
| 5Y | +217.6% | +175.7% | +41.9% | +181.4% |
| 10Y | +225.7% | +474.2% | -248.5% | +170.5% |
| All | +79.5% | +1,243.5% | -1,163.9% | +24.4% |
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