+438.8%
GS vs VRTX
+483.3%
-44.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +5.9% | -1.6% | +7.4% | +6.2% |
| 30D | +4.3% | +8.0% | -3.7% | +2.5% |
| 3M | -11.7% | +4.3% | -16.0% | -12.6% |
| 6M | -3.2% | +18.9% | -22.1% | -7.1% |
| YTD | +5.8% | +18.8% | -13.0% | +1.1% |
| 1Y | +16.0% | +24.0% | -7.9% | +9.7% |
| 3Y | +199.8% | +42.1% | +157.6% | +169.3% |
| 5Y | +155.5% | +187.6% | -32.1% | +91.4% |
| All | +438.8% | +483.3% | -44.5% | +286.4% |
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