+457.2%
GS vs VRTX
+482.4%
-25.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +1.6% | +3.2% | -1.7% | +0.9% |
| 30D | +1.7% | +7.4% | -5.8% | 0.0% |
| 3M | -11.6% | +4.6% | -16.2% | -12.6% |
| 6M | -1.9% | +27.5% | -29.4% | -7.3% |
| YTD | +5.1% | +20.9% | -15.8% | 0.0% |
| 1Y | +16.4% | +30.1% | -13.7% | +8.9% |
| 3Y | +199.0% | +46.6% | +152.3% | +166.7% |
| 5Y | +157.4% | +191.6% | -34.1% | +92.4% |
| 10Y | +457.2% | +474.5% | -17.3% | +302.5% |
| All | +457.2% | +482.4% | -25.2% | +302.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling