+227.2%
IONQ vs VRTX
+131.5%
+95.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.1% |
| 7D | +25.5% | -0.4% | +25.9% | +25.6% |
| 30D | -11.4% | +8.0% | -19.4% | -14.0% |
| 3M | -20.5% | +11.0% | -31.5% | -23.7% |
| 6M | -28.2% | +28.2% | -56.4% | -35.0% |
| YTD | -21.2% | +21.5% | -42.7% | -27.4% |
| 1Y | -40.4% | +34.5% | -74.9% | -47.3% |
| 3Y | +214.7% | +49.5% | +165.2% | +155.6% |
| 5Y | +56.9% | +188.3% | -131.4% | +0.7% |
| All | +227.2% | +131.5% | +95.7% | +113.2% |
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