+150.5%
GOOGL vs VRTX
+53.6%
+96.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.4% |
| 7D | +1.1% | -3.4% | +4.5% | +1.5% |
| 30D | -4.4% | +6.6% | -11.1% | -5.3% |
| 3M | -6.8% | +19.4% | -26.2% | -9.4% |
| 6M | +13.6% | +15.8% | -2.2% | +10.8% |
| YTD | +8.3% | +16.7% | -8.3% | +5.5% |
| 1Y | +44.9% | +33.8% | +11.1% | +38.4% |
| 3Y | +150.5% | +54.2% | +96.3% | +124.6% |
| All | +150.5% | +53.6% | +96.8% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling