+2,064.0%
GS vs VRTX
+5,132.3%
-3,068.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +0.9% | +0.8% | +0.1% | +0.8% |
| 30D | -1.6% | +12.6% | -14.2% | -3.9% |
| 3M | -4.5% | +23.6% | -28.1% | -8.5% |
| 6M | +20.9% | +14.3% | +6.6% | +17.4% |
| YTD | +19.9% | +20.5% | -0.6% | +15.0% |
| 1Y | +41.4% | +37.6% | +3.8% | +32.0% |
| 3Y | +239.2% | +55.5% | +183.6% | +204.6% |
| 5Y | +185.0% | +175.7% | +9.3% | +126.6% |
| 10Y | +655.0% | +474.2% | +180.8% | +402.9% |
| All | +2,064.0% | +5,132.3% | -3,068.2% | +533.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling