+111.9%
INTC vs VRTX
+483.3%
-371.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +6.0% | -1.6% | +7.6% | +6.5% |
| 30D | -39.2% | +8.0% | -47.2% | -41.0% |
| 3M | -42.9% | +4.3% | -47.2% | -44.3% |
| 6M | -50.4% | +18.9% | -69.3% | -53.9% |
| YTD | +61.7% | +18.8% | +42.9% | +49.7% |
| 1Y | +66.1% | +24.0% | +42.2% | +51.5% |
| 3Y | +58.1% | +42.1% | +16.0% | +34.3% |
| 5Y | +27.9% | +187.6% | -159.7% | -17.0% |
| All | +111.9% | +483.3% | -371.4% | +31.1% |
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 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