+654.3%
GS vs VRTX
+473.8%
+180.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -1.6% | +12.6% | -14.2% | -4.2% |
| 3M | -4.5% | +23.6% | -28.1% | -9.1% |
| 6M | +20.9% | +14.3% | +6.6% | +16.9% |
| YTD | +19.9% | +20.5% | -0.6% | +14.2% |
| 1Y | +41.4% | +37.6% | +3.8% | +30.4% |
| 3Y | +239.2% | +55.5% | +183.6% | +197.5% |
| 5Y | +185.0% | +175.7% | +9.3% | +113.9% |
| All | +654.3% | +473.8% | +180.5% | +414.1% |
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