+39.1%
IWM vs VRTX
+178.3%
-139.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | -1.3% | +12.6% | -13.9% | -4.0% |
| 3M | +1.6% | +23.6% | -22.0% | -3.6% |
| 6M | +13.6% | +14.3% | -0.7% | +9.6% |
| YTD | +20.8% | +20.5% | +0.3% | +14.8% |
| 1Y | +26.4% | +37.6% | -11.2% | +16.1% |
| 3Y | +60.7% | +55.5% | +5.1% | +37.9% |
| All | +39.1% | +178.3% | -139.2% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling