+118.8%
GOOGL vs VRTX
+47.0%
+71.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +2.6% | +3.2% | -0.6% | +2.3% |
| 30D | -18.3% | +7.4% | -25.7% | -19.0% |
| 3M | -19.6% | +4.6% | -24.1% | -20.1% |
| 6M | -28.2% | +27.5% | -55.7% | -30.6% |
| YTD | -8.0% | +20.9% | -28.9% | -10.5% |
| 1Y | -0.7% | +30.1% | -30.8% | -4.3% |
| 3Y | +118.8% | +46.6% | +72.2% | +113.0% |
| All | +118.8% | +47.0% | +71.8% | +113.0% |
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