+2,614.9%
ICE vs VRTX
+2,059.6%
+555.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | +14.7% | +7.9% | +6.8% | +12.9% |
| 3M | +19.8% | +3.3% | +16.5% | +18.8% |
| 6M | +15.2% | +25.7% | -10.5% | +9.5% |
| YTD | +12.7% | +20.7% | -8.0% | +7.5% |
| 1Y | +20.4% | +27.4% | -7.0% | +13.5% |
| 3Y | +70.8% | +46.4% | +24.4% | +53.2% |
| 5Y | +43.9% | +194.3% | -150.4% | +10.0% |
| 10Y | +264.8% | +494.6% | -229.8% | +128.9% |
| All | +2,614.9% | +2,059.6% | +555.3% | +885.2% |
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 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