+212.1%
KLAC vs VRTX
+46.6%
+165.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +7.5% | -0.4% | +7.9% | +7.6% |
| 30D | -15.3% | +7.9% | -23.2% | -16.5% |
| 3M | -19.6% | +3.3% | -22.9% | -20.3% |
| 6M | -12.5% | +25.7% | -38.2% | -17.6% |
| YTD | +33.0% | +20.7% | +12.3% | +26.5% |
| 1Y | +35.9% | +27.4% | +8.5% | +27.4% |
| All | +212.1% | +46.6% | +165.6% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling