+396.0%
GE vs VRTX
+186.6%
+209.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +6.3% | -0.4% | +6.7% | +6.3% |
| 30D | +8.9% | +8.0% | +0.9% | +6.8% |
| 3M | -9.2% | +11.0% | -20.2% | -11.7% |
| 6M | +13.2% | +28.2% | -14.9% | +6.4% |
| YTD | +9.4% | +21.5% | -12.1% | +3.8% |
| 1Y | +9.8% | +34.5% | -24.7% | +1.8% |
| 3Y | +278.2% | +49.5% | +228.7% | +231.8% |
| 5Y | +396.0% | +188.3% | +207.7% | +256.3% |
| All | +396.0% | +186.6% | +209.5% | +256.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling