+973.2%
IGV vs VRTX
+1,289.3%
-316.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.8% |
| 7D | -4.5% | +0.8% | -5.3% | -4.7% |
| 30D | +3.2% | +12.6% | -9.4% | +0.7% |
| 3M | +4.5% | +23.6% | -19.1% | -0.1% |
| 6M | +22.1% | +14.3% | +7.8% | +18.2% |
| YTD | -1.0% | +20.5% | -21.5% | -5.3% |
| 1Y | -2.1% | +37.6% | -39.7% | -9.0% |
| 3Y | +44.6% | +55.5% | -11.0% | +28.8% |
| 5Y | +22.2% | +175.7% | -153.6% | -3.9% |
| 10Y | +364.7% | +474.2% | -109.5% | +210.3% |
| All | +973.2% | +1,289.3% | -316.1% | +275.6% |
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 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