+700.6%
IYR vs VRTX
+1,100.3%
-399.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -1.2% | +0.8% | -2.1% | -1.4% |
| 30D | -2.9% | +12.6% | -15.5% | -4.5% |
| 3M | +0.8% | +23.6% | -22.8% | -2.1% |
| 6M | +1.9% | +14.3% | -12.4% | -0.2% |
| YTD | +9.6% | +20.5% | -10.8% | +6.5% |
| 1Y | +8.1% | +37.6% | -29.5% | +3.1% |
| 3Y | +29.2% | +55.5% | -26.3% | +20.0% |
| 5Y | +4.3% | +175.7% | -171.5% | -10.6% |
| 10Y | +64.7% | +474.2% | -409.5% | +25.5% |
| All | +700.6% | +1,100.3% | -399.7% | +351.9% |
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