+249.7%
ICE vs VRTX
+482.4%
-232.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.4% |
| 7D | +3.2% | +3.2% | -0.1% | +2.6% |
| 30D | +12.9% | +7.4% | +5.5% | +11.4% |
| 3M | +17.5% | +4.6% | +13.0% | +16.5% |
| 6M | +14.0% | +27.5% | -13.5% | +8.8% |
| YTD | +10.0% | +20.9% | -10.8% | +5.6% |
| 1Y | +19.5% | +30.1% | -10.5% | +13.1% |
| 3Y | +66.8% | +46.6% | +20.1% | +51.0% |
| 5Y | +40.3% | +191.6% | -151.2% | +9.9% |
| 10Y | +249.7% | +474.5% | -224.8% | +172.3% |
| All | +249.7% | +482.4% | -232.7% | +172.3% |
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