+643.2%
GEV vs VRTX
+25.8%
+617.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.4% |
| 7D | +8.1% | -3.4% | +11.5% | +8.4% |
| 30D | -1.9% | +6.6% | -8.5% | -2.6% |
| 3M | +4.1% | +19.4% | -15.3% | +2.1% |
| 6M | +23.2% | +15.8% | +7.4% | +21.2% |
| YTD | +48.9% | +16.7% | +32.2% | +46.5% |
| 1Y | +62.2% | +33.8% | +28.4% | +58.2% |
| All | +643.2% | +25.8% | +617.3% | +675.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling