+7,355.2%
INTC vs VRTX
+11,908.5%
-4,553.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -4.0% | +3.2% | -7.2% | -4.5% |
| 30D | -44.5% | +7.4% | -51.9% | -45.3% |
| 3M | -40.4% | +4.6% | -45.0% | -41.1% |
| 6M | -53.5% | +27.5% | -80.9% | -55.6% |
| YTD | +57.5% | +20.9% | +36.7% | +51.3% |
| 1Y | +51.2% | +30.1% | +21.1% | +43.4% |
| 3Y | +51.6% | +46.6% | +5.0% | +39.8% |
| 5Y | +23.5% | +191.6% | -168.1% | +1.4% |
| 10Y | +106.4% | +474.5% | -368.2% | +50.8% |
| All | +7,355.2% | +11,908.5% | -4,553.3% | +2,836.3% |
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