+109,121.0%
KLAC vs VRTX
+11,889.7%
+97,231.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.8% |
| 3M | -19.6% | +3.3% | -22.9% | -20.5% |
| 6M | -12.5% | +25.7% | -38.2% | -17.5% |
| YTD | +33.0% | +20.7% | +12.3% | +26.4% |
| 1Y | +35.9% | +27.4% | +8.5% | +27.5% |
| 3Y | +208.6% | +46.4% | +162.2% | +176.8% |
| 5Y | +309.5% | +194.3% | +115.2% | +214.5% |
| 10Y | +2,381.5% | +494.6% | +1,886.9% | +1,527.8% |
| All | +109,121.0% | +11,889.7% | +97,231.3% | +30,399.8% |
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