+231.1%
GM vs VRTX
+451.8%
-220.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -5.6% | +3.2% | -1.4% |
| 30D | -1.1% | -2.0% | +0.8% | -0.8% |
| 3M | +6.1% | +15.8% | -9.7% | +3.0% |
| 6M | +15.0% | +4.7% | +10.3% | +13.7% |
| YTD | +6.0% | +13.7% | -7.7% | +3.0% |
| 1Y | +47.1% | +29.7% | +17.4% | +39.4% |
| 3Y | +170.5% | +48.4% | +122.0% | +145.5% |
| 5Y | +80.5% | +173.3% | -92.8% | +45.4% |
| All | +231.1% | +451.8% | -220.7% | +169.3% |
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