+144.8%
IBM vs VRTX
+487.7%
-342.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.8% | +11.8% | -5.1% | +4.4% |
| 3M | +4.4% | +3.2% | +1.2% | +3.6% |
| 6M | +13.2% | +21.0% | -7.9% | +8.8% |
| YTD | -15.1% | +19.7% | -34.8% | -18.6% |
| 1Y | -20.2% | +25.0% | -45.2% | -24.2% |
| 3Y | +79.3% | +45.2% | +34.1% | +61.6% |
| 5Y | +147.5% | +189.7% | -42.3% | +87.3% |
| All | +144.8% | +487.7% | -342.9% | +85.6% |
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