+2,202.0%
GLW vs VRTX
+11,973.9%
-9,771.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.6% | +9.1% |
| 7D | -5.9% | -0.4% | -5.5% | -5.9% |
| 30D | -26.0% | +8.0% | -34.0% | -27.2% |
| 3M | -29.9% | +11.0% | -40.9% | -31.6% |
| 6M | -37.8% | +28.2% | -65.9% | -41.0% |
| YTD | +33.1% | +21.5% | +11.6% | +27.3% |
| 1Y | +36.8% | +34.5% | +2.3% | +28.2% |
| 3Y | +356.1% | +49.5% | +306.6% | +312.8% |
| 5Y | +243.8% | +188.3% | +55.5% | +173.4% |
| 10Y | +542.4% | +493.1% | +49.3% | +337.8% |
| All | +2,202.0% | +11,973.9% | -9,771.8% | +764.4% |
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 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