+562.0%
GLW vs VRTX
+480.2%
+81.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -18.2% | +7.9% | -26.1% | -19.9% |
| 3M | -24.2% | +3.3% | -27.5% | -25.2% |
| 6M | -41.7% | +25.7% | -67.4% | -45.8% |
| YTD | +38.3% | +20.7% | +17.6% | +29.9% |
| 1Y | +38.2% | +27.4% | +10.7% | +27.6% |
| 3Y | +363.4% | +46.4% | +317.0% | +300.1% |
| 5Y | +254.6% | +194.3% | +60.3% | +143.0% |
| 10Y | +562.0% | +494.6% | +67.4% | +319.4% |
| All | +562.0% | +480.2% | +81.7% | +319.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling