+2,316.3%
ICE vs VRTX
+2,056.0%
+260.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -0.7% | +0.8% | -1.5% | -0.8% |
| 30D | +7.6% | +12.6% | -5.0% | +4.9% |
| 3M | +13.9% | +23.6% | -9.7% | +8.8% |
| 6M | -2.4% | +14.3% | -16.6% | -5.5% |
| YTD | +0.3% | +20.5% | -20.2% | -4.2% |
| 1Y | -6.4% | +37.6% | -44.0% | -13.2% |
| 3Y | +43.1% | +55.5% | -12.4% | +26.8% |
| 5Y | +42.1% | +175.7% | -133.6% | +10.1% |
| 10Y | +220.9% | +474.2% | -253.3% | +102.4% |
| All | +2,316.3% | +2,056.0% | +260.2% | +777.8% |
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