+128.8%
GOOG vs VRTX
+175.1%
-46.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -1.6% | -6.4% | +4.8% | -0.1% |
| 30D | -7.7% | -0.5% | -7.1% | -7.6% |
| 3M | -9.3% | +16.9% | -26.2% | -13.0% |
| 6M | +7.4% | +13.1% | -5.6% | +3.8% |
| YTD | +4.9% | +14.9% | -10.1% | +0.6% |
| 1Y | +37.2% | +31.4% | +5.8% | +27.1% |
| 3Y | +141.6% | +51.9% | +89.7% | +103.9% |
| 5Y | +128.8% | +177.1% | -48.3% | +59.8% |
| All | +128.8% | +175.1% | -46.4% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling