+437.1%
GS vs VRTX
+487.7%
-50.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | +2.4% | +11.8% | -9.4% | 0.0% |
| 3M | -11.5% | +3.2% | -14.7% | -12.2% |
| 6M | -2.5% | +21.0% | -23.6% | -6.9% |
| YTD | +5.5% | +19.7% | -14.2% | +0.6% |
| 1Y | +11.0% | +25.0% | -13.9% | +4.8% |
| 3Y | +200.1% | +45.2% | +154.8% | +168.2% |
| 5Y | +154.7% | +189.7% | -35.0% | +90.5% |
| All | +437.1% | +487.7% | -50.6% | +284.6% |
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