+364.8%
IGV vs VRTX
+487.7%
-122.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +2.5% | 0.0% | +2.4% | +2.5% |
| 30D | -8.6% | +11.8% | -20.4% | -11.8% |
| 3M | -1.6% | +3.2% | -4.8% | -2.8% |
| 6M | +13.4% | +21.0% | -7.6% | +6.4% |
| YTD | -4.0% | +19.7% | -23.7% | -10.2% |
| 1Y | -7.6% | +25.0% | -32.6% | -14.9% |
| 3Y | +39.3% | +45.2% | -5.9% | +18.0% |
| 5Y | +14.5% | +189.7% | -175.2% | -24.9% |
| All | +364.8% | +487.7% | -122.9% | +180.6% |
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