+11,908.8%
GOOGL vs VRTX
+5,672.6%
+6,236.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -15.6% | +11.8% | -27.4% | -17.4% |
| 3M | -13.0% | +3.2% | -16.2% | -13.7% |
| 6M | -22.8% | +21.0% | -43.8% | -25.8% |
| YTD | -4.4% | +19.7% | -24.1% | -8.2% |
| 1Y | +4.5% | +25.0% | -20.5% | -0.6% |
| 3Y | +127.4% | +45.2% | +82.2% | +107.0% |
| 5Y | +102.8% | +189.7% | -86.9% | +61.8% |
| 10Y | +681.5% | +489.8% | +191.6% | +448.3% |
| All | +11,908.8% | +5,672.6% | +6,236.2% | +5,611.7% |
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