+19.7%
GS vs VRTX
+31.2%
-11.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.1% | +3.2% |
| 7D | +0.3% | +3.7% | -3.3% | -0.2% |
| 30D | +3.9% | +9.0% | -5.2% | +2.7% |
| 3M | -11.4% | +14.7% | -26.1% | -12.9% |
| 6M | +3.7% | +27.7% | -24.0% | 0.0% |
| YTD | +7.1% | +21.1% | -14.0% | +3.6% |
| 1Y | +19.7% | +30.2% | -10.6% | +12.7% |
| All | +19.7% | +31.2% | -11.5% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling