+175.8%
KDP vs VRTX
+452.7%
-276.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.3% |
| 7D | +2.1% | -3.4% | +5.5% | +2.5% |
| 30D | +8.5% | +6.6% | +1.8% | +7.5% |
| 3M | +6.6% | +19.4% | -12.8% | +4.1% |
| 6M | +17.1% | +15.8% | +1.3% | +14.6% |
| YTD | +19.0% | +16.7% | +2.4% | +16.3% |
| 1Y | +21.8% | +33.8% | -12.0% | +16.8% |
| 3Y | +6.4% | +54.2% | -47.7% | -1.2% |
| 5Y | +5.1% | +176.4% | -171.2% | -10.4% |
| 10Y | +175.8% | +443.5% | -267.7% | +137.7% |
| All | +175.8% | +452.7% | -276.9% | +137.7% |
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