+755.3%
IVV vs VRTX
+1,485.2%
-729.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -0.6% | +3.2% | -3.8% | -1.1% |
| 30D | -3.7% | +7.4% | -11.1% | -4.8% |
| 3M | -2.7% | +4.6% | -7.3% | -3.5% |
| 6M | +2.2% | +27.5% | -25.2% | -1.7% |
| YTD | +10.9% | +20.9% | -10.0% | +7.2% |
| 1Y | +11.3% | +30.1% | -18.8% | +6.4% |
| 3Y | +76.9% | +46.6% | +30.3% | +64.0% |
| 5Y | +73.5% | +191.6% | -118.1% | +44.5% |
| 10Y | +307.4% | +474.5% | -167.2% | +203.1% |
| All | +755.3% | +1,485.2% | -729.9% | +308.8% |
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