+776.1%
IVV vs VRTX
+1,480.1%
-704.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +0.1% | +12.6% | -12.6% | -1.8% |
| 3M | +2.0% | +23.6% | -21.6% | -1.4% |
| 6M | +13.0% | +14.3% | -1.2% | +10.5% |
| YTD | +13.6% | +20.5% | -6.9% | +10.0% |
| 1Y | +20.1% | +37.6% | -17.5% | +13.8% |
| 3Y | +77.6% | +55.5% | +22.1% | +63.3% |
| 5Y | +82.5% | +175.7% | -93.3% | +53.3% |
| 10Y | +316.5% | +474.2% | -157.7% | +209.6% |
| All | +776.1% | +1,480.1% | -704.0% | +319.4% |
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