+452.1%
KLAC vs VRTX
+175.1%
+276.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | +6.2% | -6.4% | +12.6% | +8.1% |
| 30D | -5.0% | -0.5% | -4.5% | -5.1% |
| 3M | -14.4% | +16.9% | -31.3% | -19.2% |
| 6M | +28.3% | +13.1% | +15.2% | +22.0% |
| YTD | +51.1% | +14.9% | +36.1% | +42.7% |
| 1Y | +100.4% | +31.4% | +68.9% | +80.1% |
| 3Y | +276.3% | +51.9% | +224.4% | +206.9% |
| 5Y | +452.1% | +177.1% | +275.0% | +226.1% |
| All | +452.1% | +175.1% | +276.9% | +226.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling