+22.0%
IGV vs VRTX
+175.7%
-153.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.3% | -1.1% |
| 7D | -3.3% | -3.4% | +0.1% | -2.5% |
| 30D | 0.0% | +6.6% | -6.6% | -1.6% |
| 3M | +7.3% | +19.4% | -12.1% | +2.8% |
| 6M | +16.7% | +15.8% | +0.9% | +12.2% |
| YTD | -2.8% | +16.7% | -19.5% | -7.0% |
| 1Y | -6.7% | +33.8% | -40.5% | -13.9% |
| 3Y | +41.1% | +54.2% | -13.1% | +19.5% |
| 5Y | +22.0% | +176.4% | -154.4% | -10.1% |
| All | +22.0% | +175.7% | -153.7% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling