+13,507.3%
GOOGL vs VRTX
+5,709.8%
+7,797.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -2.3% | +0.8% | -3.1% | -2.4% |
| 30D | -6.6% | +12.6% | -19.2% | -8.7% |
| 3M | -8.9% | +23.6% | -32.6% | -12.7% |
| 6M | +11.9% | +14.3% | -2.4% | +8.7% |
| YTD | +8.3% | +20.5% | -12.1% | +4.1% |
| 1Y | +46.2% | +37.6% | +8.6% | +36.8% |
| 3Y | +151.9% | +55.5% | +96.3% | +126.7% |
| 5Y | +137.7% | +175.7% | -38.0% | +91.6% |
| 10Y | +757.6% | +474.2% | +283.4% | +503.3% |
| All | +13,507.3% | +5,709.8% | +7,797.5% | +6,375.8% |
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