-24.3%
GEV vs VRTX
+20.6%
-45.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -2.1% |
| 7D | +3.7% | -1.6% | +5.3% | +3.3% |
| 30D | -14.7% | +8.0% | -22.7% | -13.5% |
| 3M | -23.4% | +4.3% | -27.7% | -22.5% |
| 6M | -24.3% | +18.9% | -43.2% | -26.3% |
| All | -24.3% | +20.6% | -45.0% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling