+131.6%
IBM vs VRTX
+452.7%
-321.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.6% |
| 7D | +0.3% | -3.4% | +3.7% | +1.0% |
| 30D | -1.5% | +6.6% | -8.1% | -2.8% |
| 3M | -16.8% | +19.4% | -36.2% | -19.5% |
| 6M | -9.0% | +15.8% | -24.8% | -11.8% |
| YTD | -20.1% | +16.7% | -36.7% | -22.8% |
| 1Y | -7.0% | +33.8% | -40.8% | -12.7% |
| 3Y | +72.4% | +54.2% | +18.2% | +53.7% |
| 5Y | +112.0% | +176.4% | -64.4% | +63.5% |
| 10Y | +131.6% | +443.5% | -312.0% | +80.0% |
| All | +131.6% | +452.7% | -321.2% | +80.0% |
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 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