+2,185.8%
IBM vs VRTX
+11,869.8%
-9,683.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +0.3% | +12.6% | -12.4% | -0.9% |
| 3M | -21.6% | +23.6% | -45.2% | -23.2% |
| 6M | -4.7% | +14.3% | -19.0% | -6.1% |
| YTD | -19.1% | +20.5% | -39.5% | -20.7% |
| 1Y | -2.5% | +37.6% | -40.1% | -5.8% |
| 3Y | +74.2% | +55.5% | +18.6% | +64.9% |
| 5Y | +113.1% | +175.7% | -62.6% | +89.8% |
| 10Y | +133.5% | +474.2% | -340.7% | +91.7% |
| All | +2,185.8% | +11,869.8% | -9,683.9% | +1,102.9% |
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