+103,226.1%
KLAC vs VRTX
+11,704.9%
+91,521.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.0% |
| 7D | +10.0% | -1.6% | +11.5% | +10.4% |
| 30D | -14.8% | +8.0% | -22.9% | -16.3% |
| 3M | -27.2% | +4.3% | -31.5% | -28.1% |
| 6M | -17.5% | +18.9% | -36.3% | -21.1% |
| YTD | +25.8% | +18.8% | +7.0% | +20.0% |
| 1Y | +31.8% | +24.0% | +7.9% | +24.4% |
| 3Y | +195.3% | +42.1% | +153.2% | +166.6% |
| 5Y | +285.9% | +187.6% | +98.4% | +197.9% |
| 10Y | +2,247.6% | +485.4% | +1,762.2% | +1,445.2% |
| All | +103,226.1% | +11,704.9% | +91,521.2% | +28,852.4% |
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 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