+1,117.5%
KDP vs VRTX
+1,974.1%
-856.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | +6.0% | +12.6% | -6.7% | +4.6% |
| 3M | +9.2% | +23.6% | -14.4% | +6.6% |
| 6M | +14.7% | +14.3% | +0.4% | +12.8% |
| YTD | +19.2% | +20.5% | -1.3% | +16.5% |
| 1Y | +15.2% | +37.6% | -22.4% | +10.9% |
| 3Y | +6.0% | +55.5% | -49.6% | -0.3% |
| 5Y | +5.4% | +175.7% | -170.3% | -7.3% |
| 10Y | +171.9% | +474.2% | -302.3% | +118.1% |
| All | +1,117.5% | +1,974.1% | -856.6% | +543.0% |
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