+111.7%
INTC vs VRTX
+175.7%
-64.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.2% | +12.2% | +9.9% |
| 7D | +17.4% | -3.4% | +20.8% | +18.4% |
| 30D | +2.8% | +6.6% | -3.8% | +0.4% |
| 3M | -5.3% | +19.4% | -24.7% | -10.9% |
| 6M | +140.6% | +15.8% | +124.8% | +127.8% |
| YTD | +183.1% | +16.7% | +166.5% | +167.5% |
| 1Y | +326.8% | +33.8% | +292.9% | +285.7% |
| 3Y | +179.4% | +54.2% | +125.3% | +136.8% |
| 5Y | +111.7% | +176.4% | -64.6% | +49.8% |
| All | +111.7% | +175.7% | -64.0% | +49.8% |
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