+7,915.7%
INTC vs VRTX
+11,889.7%
-3,974.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.5% |
| 7D | +7.3% | -0.4% | +7.6% | +7.4% |
| 30D | -38.3% | +7.9% | -46.2% | -39.3% |
| 3M | -36.0% | +3.3% | -39.3% | -36.7% |
| 6M | -51.7% | +25.7% | -77.4% | -53.9% |
| YTD | +69.4% | +20.7% | +48.7% | +62.8% |
| 1Y | +65.0% | +27.4% | +37.5% | +57.1% |
| 3Y | +63.0% | +46.4% | +16.6% | +50.3% |
| 5Y | +33.4% | +194.3% | -160.9% | +9.3% |
| 10Y | +121.2% | +494.6% | -373.4% | +60.8% |
| All | +7,915.7% | +11,889.7% | -3,974.0% | +3,057.8% |
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 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