+746.7%
GOOGL vs VRTX
+441.1%
+305.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -1.9% | -6.4% | +4.5% | 0.0% |
| 30D | -7.5% | -0.5% | -6.9% | -7.4% |
| 3M | -9.2% | +16.9% | -26.1% | -13.6% |
| 6M | +8.1% | +13.1% | -5.0% | +3.6% |
| YTD | +5.8% | +14.9% | -9.1% | +0.7% |
| 1Y | +38.3% | +31.4% | +6.9% | +26.2% |
| 3Y | +144.8% | +51.9% | +92.8% | +105.8% |
| 5Y | +132.5% | +177.1% | -44.5% | +59.0% |
| 10Y | +746.7% | +456.3% | +290.4% | +433.2% |
| All | +746.7% | +441.1% | +305.6% | +433.2% |
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