+125,801.5%
KLAC vs VRTX
+11,869.8%
+113,931.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.4% | +7.8% |
| 7D | +5.7% | +0.8% | +4.9% | +5.5% |
| 30D | -3.6% | +12.6% | -16.3% | -6.3% |
| 3M | -12.8% | +23.6% | -36.4% | -17.2% |
| 6M | +26.1% | +14.3% | +11.8% | +21.6% |
| YTD | +53.3% | +20.5% | +32.9% | +46.1% |
| 1Y | +113.7% | +37.6% | +76.1% | +97.4% |
| 3Y | +274.9% | +55.5% | +219.3% | +232.6% |
| 5Y | +470.1% | +175.7% | +294.4% | +344.9% |
| 10Y | +2,997.0% | +474.2% | +2,522.8% | +1,942.0% |
| All | +125,801.5% | +11,869.8% | +113,931.8% | +35,151.2% |
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