+3.6%
GOOG vs VRTX
+31.2%
-27.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +2.9% |
| 7D | -10.7% | +3.7% | -14.4% | -11.1% |
| 30D | -16.4% | +9.0% | -25.5% | -17.4% |
| 3M | -23.4% | +14.7% | -38.1% | -24.9% |
| 6M | -24.2% | +27.7% | -52.0% | -27.6% |
| YTD | -8.3% | +21.1% | -29.4% | -11.4% |
| 1Y | +3.6% | +30.2% | -26.6% | -0.3% |
| All | +3.6% | +31.2% | -27.6% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling