+13,444.1%
GOOG vs VRTX
+5,709.8%
+7,734.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -2.1% | +0.8% | -3.0% | -2.3% |
| 30D | -6.8% | +12.6% | -19.5% | -8.9% |
| 3M | -9.1% | +23.6% | -32.7% | -12.8% |
| 6M | +10.7% | +14.3% | -3.6% | +7.6% |
| YTD | +7.1% | +20.5% | -13.4% | +2.9% |
| 1Y | +44.6% | +37.6% | +7.0% | +35.4% |
| 3Y | +147.4% | +55.5% | +91.9% | +122.8% |
| 5Y | +133.8% | +175.7% | -41.9% | +88.4% |
| 10Y | +777.5% | +474.2% | +303.3% | +517.0% |
| All | +13,444.1% | +5,709.8% | +7,734.3% | +6,341.5% |
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