+2,896.3%
KLAC vs VRTX
+451.8%
+2,444.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -5.6% | +2.9% | -0.6% |
| 30D | -13.2% | -2.0% | -11.2% | -12.8% |
| 3M | -25.0% | +15.8% | -40.8% | -29.8% |
| 6M | +23.6% | +4.7% | +18.9% | +20.0% |
| YTD | +49.2% | +13.7% | +35.5% | +39.9% |
| 1Y | +89.3% | +29.7% | +59.6% | +68.0% |
| 3Y | +274.4% | +48.4% | +225.9% | +203.4% |
| 5Y | +440.9% | +173.3% | +267.6% | +233.7% |
| All | +2,896.3% | +451.8% | +2,444.5% | +1,684.9% |
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