+30.8%
IYR vs VRTX
+53.6%
-22.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.4% |
| 7D | -0.4% | -3.4% | +3.0% | +0.1% |
| 30D | -2.5% | +6.6% | -9.1% | -3.6% |
| 3M | +1.5% | +19.4% | -17.9% | -1.5% |
| 6M | +3.9% | +15.8% | -12.0% | +1.2% |
| YTD | +9.5% | +16.7% | -7.1% | +6.3% |
| 1Y | +7.5% | +33.8% | -26.4% | +1.8% |
| 3Y | +30.8% | +54.2% | -23.4% | +16.3% |
| All | +30.8% | +53.6% | -22.8% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling