+65.6%
IYR vs VRTX
+450.9%
-385.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.7% |
| 7D | -2.8% | -7.8% | +4.9% | -1.3% |
| 30D | -2.5% | -2.8% | +0.3% | -2.1% |
| 3M | -3.0% | +18.1% | -21.1% | -6.2% |
| 6M | +1.6% | +3.1% | -1.4% | +0.7% |
| YTD | +7.3% | +13.5% | -6.2% | +4.1% |
| 1Y | +5.6% | +32.4% | -26.8% | -0.7% |
| 3Y | +28.1% | +50.0% | -21.9% | +15.5% |
| 5Y | +6.1% | +172.9% | -166.8% | -15.4% |
| All | +65.6% | +450.9% | -385.2% | +29.3% |
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