+526.6%
GEV vs VRTX
+29.1%
+497.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -18.4% | +11.8% | -30.3% | -19.0% |
| 3M | -21.2% | +3.2% | -24.5% | -21.4% |
| 6M | -23.6% | +21.0% | -44.6% | -25.0% |
| YTD | +25.5% | +19.7% | +5.9% | +23.4% |
| 1Y | +42.6% | +25.0% | +17.6% | +39.8% |
| All | +526.6% | +29.1% | +497.5% | +553.4% |
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 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