+40.6%
GLW vs VRTX
+31.2%
+9.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.4% | -9.3% | -5.5% |
| 7D | -9.5% | +3.7% | -13.1% | -9.2% |
| 30D | -25.5% | +9.0% | -34.5% | -25.0% |
| 3M | -25.6% | +14.7% | -40.3% | -26.2% |
| 6M | -25.5% | +27.7% | -53.2% | -28.6% |
| YTD | +36.4% | +21.1% | +15.3% | +34.5% |
| 1Y | +40.6% | +30.2% | +10.4% | +37.5% |
| All | +40.6% | +31.2% | +9.4% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling