+152.4%
GS vs VRTX
+186.6%
-34.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.5% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +1.2% | +8.0% | -6.8% | -0.2% |
| 3M | -12.4% | +11.0% | -23.5% | -14.1% |
| 6M | -2.3% | +28.2% | -30.5% | -6.9% |
| YTD | +4.6% | +21.5% | -16.9% | +0.3% |
| 1Y | +17.5% | +34.5% | -17.0% | +10.4% |
| 3Y | +202.0% | +49.5% | +152.6% | +172.6% |
| 5Y | +152.4% | +188.3% | -35.9% | +98.4% |
| All | +152.4% | +186.6% | -34.2% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling