+2,516.3%
ICE vs VRTX
+2,074.8%
+441.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +11.4% | +8.0% | +3.4% | +9.6% |
| 3M | +16.2% | +11.0% | +5.1% | +13.5% |
| 6M | +12.5% | +28.2% | -15.7% | +6.5% |
| YTD | +8.6% | +21.5% | -12.9% | +3.4% |
| 1Y | +18.4% | +34.5% | -16.2% | +10.3% |
| 3Y | +66.4% | +49.5% | +17.0% | +48.6% |
| 5Y | +37.2% | +188.3% | -151.1% | +5.3% |
| 10Y | +244.8% | +493.1% | -248.3% | +116.5% |
| All | +2,516.3% | +2,074.8% | +441.5% | +848.0% |
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 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