+239.3%
KDP vs VRTX
+519.5%
-280.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +16.3% | +8.0% | +8.3% | +15.2% |
| 3M | +24.0% | +11.0% | +12.9% | +22.2% |
| 6M | +30.0% | +28.2% | +1.8% | +25.6% |
| YTD | +36.1% | +21.5% | +14.6% | +32.1% |
| 1Y | +46.8% | +34.5% | +12.3% | +40.5% |
| 3Y | +30.5% | +49.5% | -19.0% | +21.3% |
| 5Y | +17.9% | +188.3% | -170.4% | -0.9% |
| 10Y | +239.3% | +493.1% | -253.8% | +184.9% |
| All | +239.3% | +519.5% | -280.3% | +184.9% |
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 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