+11.4%
KRE vs VRTX
+187.6%
-176.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.7% | -1.6% | +2.3% | +1.0% |
| 30D | +6.1% | +8.0% | -1.9% | +4.6% |
| 3M | -5.9% | +4.3% | -10.2% | -6.8% |
| 6M | +9.6% | +18.9% | -9.3% | +5.7% |
| YTD | +14.2% | +18.8% | -4.6% | +9.6% |
| 1Y | +22.5% | +24.0% | -1.4% | +16.5% |
| 3Y | +90.4% | +42.1% | +48.2% | +70.9% |
| All | +11.4% | +187.6% | -176.1% | -14.1% |
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