+2,963.4%
GLW vs VRTX
+11,869.8%
-8,906.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.1% |
| 7D | +3.8% | +0.8% | +2.9% | +3.6% |
| 30D | -1.3% | +12.6% | -14.0% | -3.7% |
| 3M | -21.8% | +23.6% | -45.4% | -25.1% |
| 6M | +6.9% | +14.3% | -7.4% | +3.8% |
| YTD | +77.2% | +20.5% | +56.7% | +70.1% |
| 1Y | +123.2% | +37.6% | +85.7% | +108.8% |
| 3Y | +400.0% | +55.5% | +344.4% | +350.3% |
| 5Y | +342.8% | +175.7% | +167.1% | +255.8% |
| 10Y | +771.4% | +474.2% | +297.2% | +497.1% |
| All | +2,963.4% | +11,869.8% | -8,906.3% | +1,055.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling