+149.9%
IBM vs VRTX
+519.5%
-369.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | +8.4% | +8.0% | +0.4% | +6.6% |
| 3M | +4.5% | +11.0% | -6.6% | +2.1% |
| 6M | +7.9% | +28.2% | -20.3% | +2.5% |
| YTD | -15.2% | +21.5% | -36.7% | -18.9% |
| 1Y | -17.6% | +34.5% | -52.1% | -22.8% |
| 3Y | +82.1% | +49.5% | +32.6% | +63.1% |
| 5Y | +143.3% | +188.3% | -44.9% | +84.6% |
| 10Y | +149.9% | +493.1% | -343.2% | +88.0% |
| All | +149.9% | +519.5% | -369.6% | +88.0% |
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