+780.7%
GOOG vs VRTX
+451.8%
+328.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | 0.0% | -5.6% | +5.7% | +1.7% |
| 30D | -2.0% | -2.0% | 0.0% | -1.5% |
| 3M | -5.9% | +15.8% | -21.7% | -10.2% |
| 6M | +8.9% | +4.7% | +4.2% | +6.9% |
| YTD | +7.1% | +13.7% | -6.6% | +2.2% |
| 1Y | +39.7% | +29.7% | +10.0% | +27.9% |
| 3Y | +145.8% | +48.4% | +97.4% | +108.4% |
| 5Y | +138.6% | +173.3% | -34.7% | +64.1% |
| All | +780.7% | +451.8% | +328.9% | +461.8% |
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