+941.2%
IGV vs VRTX
+1,280.4%
-339.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +2.5% | 0.0% | +2.4% | +2.5% |
| 30D | -8.6% | +11.8% | -20.4% | -10.8% |
| 3M | -1.6% | +3.2% | -4.8% | -2.4% |
| 6M | +13.4% | +21.0% | -7.6% | +8.7% |
| YTD | -4.0% | +19.7% | -23.7% | -8.2% |
| 1Y | -7.6% | +25.0% | -32.6% | -12.5% |
| 3Y | +39.3% | +45.2% | -5.9% | +25.7% |
| 5Y | +14.5% | +189.7% | -175.2% | -10.9% |
| 10Y | +358.7% | +489.8% | -131.1% | +205.5% |
| All | +941.2% | +1,280.4% | -339.2% | +264.4% |
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