+2,555.7%
GE vs VRTX
+11,973.9%
-9,418.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.7% |
| 7D | +6.3% | -0.4% | +6.7% | +6.3% |
| 30D | +8.9% | +8.0% | +0.9% | +7.9% |
| 3M | -9.2% | +11.0% | -20.2% | -10.4% |
| 6M | +13.2% | +28.2% | -14.9% | +9.9% |
| YTD | +9.4% | +21.5% | -12.1% | +6.7% |
| 1Y | +9.8% | +34.5% | -24.7% | +5.9% |
| 3Y | +278.2% | +49.5% | +228.7% | +257.4% |
| 5Y | +396.0% | +188.3% | +207.7% | +334.8% |
| 10Y | +162.4% | +493.1% | -330.7% | +109.6% |
| All | +2,555.7% | +11,973.9% | -9,418.2% | +1,372.9% |
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