+808.3%
IWM vs VRTX
+1,637.2%
-828.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | -1.3% | +12.6% | -13.9% | -3.5% |
| 3M | +1.6% | +23.6% | -22.0% | -2.6% |
| 6M | +13.6% | +14.3% | -0.7% | +10.3% |
| YTD | +20.8% | +20.5% | +0.3% | +15.9% |
| 1Y | +26.4% | +37.6% | -11.2% | +18.2% |
| 3Y | +60.7% | +55.5% | +5.1% | +44.7% |
| 5Y | +38.2% | +175.7% | -137.6% | +10.8% |
| 10Y | +169.5% | +474.2% | -304.7% | +82.8% |
| All | +808.3% | +1,637.2% | -828.9% | +244.4% |
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