+232.7%
GLW vs VRTX
+187.6%
+45.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | +7.7% | -1.6% | +9.3% | +8.0% |
| 30D | -18.8% | +8.0% | -26.9% | -19.8% |
| 3M | -27.7% | +4.3% | -32.0% | -28.5% |
| 6M | -44.4% | +18.9% | -63.3% | -46.6% |
| YTD | +31.3% | +18.8% | +12.5% | +26.1% |
| 1Y | +40.0% | +24.0% | +16.1% | +33.3% |
| 3Y | +339.2% | +42.1% | +297.1% | +297.9% |
| All | +232.7% | +187.6% | +45.2% | +152.5% |
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 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