+1,710.5%
GS vs VRTX
+5,097.6%
-3,387.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.1% |
| 7D | -6.3% | +0.5% | -6.8% | -6.5% |
| 30D | -3.1% | +8.0% | -11.1% | -4.6% |
| 3M | -17.7% | +11.9% | -29.5% | -19.6% |
| 6M | -4.6% | +27.8% | -32.4% | -9.3% |
| YTD | +0.3% | +19.7% | -19.4% | -3.8% |
| 1Y | +11.7% | +30.1% | -18.4% | +5.4% |
| 3Y | +183.6% | +44.2% | +139.4% | +158.1% |
| 5Y | +141.0% | +181.3% | -40.3% | +90.8% |
| 10Y | +507.4% | +587.1% | -79.6% | +291.5% |
| All | +1,710.5% | +5,097.6% | -3,387.1% | +429.7% |
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