+138.2%
IBM vs VRTX
+183.5%
-45.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -5.0% | -2.1% | -2.9% | -4.7% |
| 30D | +11.1% | +8.2% | +2.9% | +9.8% |
| 3M | +5.7% | +13.0% | -7.3% | +3.8% |
| 6M | +10.1% | +27.9% | -17.8% | +6.4% |
| YTD | -15.6% | +20.7% | -36.3% | -18.1% |
| 1Y | -19.5% | +31.4% | -51.0% | -22.9% |
| 3Y | +80.4% | +41.8% | +38.6% | +69.1% |
| All | +138.2% | +183.5% | -45.3% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling