+5.4%
IYR vs VRTX
+187.6%
-182.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.6% | -1.6% | +2.1% | +0.9% |
| 30D | +6.6% | +8.0% | -1.5% | +4.9% |
| 3M | -1.8% | +4.3% | -6.1% | -2.8% |
| 6M | +1.4% | +18.9% | -17.4% | -2.4% |
| YTD | +10.5% | +18.8% | -8.3% | +5.9% |
| 1Y | +10.6% | +24.0% | -13.3% | +4.9% |
| 3Y | +41.8% | +42.1% | -0.3% | +26.3% |
| All | +5.4% | +187.6% | -182.2% | -19.5% |
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