+246.5%
GM vs VRTX
+1,512.4%
-1,265.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | +1.9% | +0.8% | +1.1% | +1.8% |
| 30D | -1.4% | +12.6% | -14.0% | -2.9% |
| 3M | +5.9% | +23.6% | -17.7% | +2.9% |
| 6M | +12.4% | +14.3% | -1.9% | +10.3% |
| YTD | +8.6% | +20.5% | -11.8% | +5.8% |
| 1Y | +52.6% | +37.6% | +15.0% | +46.1% |
| 3Y | +169.7% | +55.5% | +114.1% | +151.7% |
| 5Y | +87.5% | +175.7% | -88.2% | +62.6% |
| 10Y | +233.0% | +474.2% | -241.2% | +164.3% |
| All | +246.5% | +1,512.4% | -1,265.9% | +159.1% |
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