+30.9%
KRE vs VRTX
+175.1%
-144.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -1.1% | -6.4% | +5.3% | +0.1% |
| 30D | -3.4% | -0.5% | -2.9% | -3.4% |
| 3M | +3.7% | +16.9% | -13.2% | +0.4% |
| 6M | +14.8% | +13.1% | +1.7% | +11.6% |
| YTD | +14.7% | +14.9% | -0.3% | +10.8% |
| 1Y | +16.0% | +31.4% | -15.4% | +9.0% |
| 3Y | +84.3% | +51.9% | +32.3% | +62.7% |
| 5Y | +30.9% | +177.1% | -146.2% | +2.2% |
| All | +30.9% | +175.1% | -144.2% | +2.2% |
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 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