+263.5%
ICE vs VRTX
+487.7%
-224.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +13.7% | +11.8% | +1.9% | +11.4% |
| 3M | +17.9% | +3.2% | +14.7% | +17.1% |
| 6M | +15.0% | +21.0% | -6.1% | +10.8% |
| YTD | +10.9% | +19.7% | -8.7% | +6.7% |
| 1Y | +17.0% | +25.0% | -8.0% | +11.5% |
| 3Y | +68.2% | +45.2% | +23.0% | +52.6% |
| 5Y | +40.4% | +189.7% | -149.3% | +10.1% |
| All | +263.5% | +487.7% | -224.2% | +185.2% |
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