+113.7%
KLAC vs VRTX
+37.4%
+76.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.4% | +7.4% |
| 7D | +5.7% | +0.8% | +4.9% | +5.6% |
| 30D | -3.6% | +12.6% | -16.3% | -4.5% |
| 3M | -12.8% | +23.6% | -36.4% | -15.6% |
| 6M | +26.1% | +14.3% | +11.8% | +24.2% |
| YTD | +53.3% | +20.5% | +32.9% | +50.5% |
| 1Y | +113.7% | +37.6% | +76.1% | +107.9% |
| All | +113.7% | +37.4% | +76.3% | +107.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling