-1.4%
LOW vs VRTX
+31.2%
-32.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.4% | +4.1% | +6.6% |
| 7D | +15.6% | +3.7% | +12.0% | +14.5% |
| 30D | +28.6% | +9.0% | +19.6% | +25.9% |
| 3M | +5.8% | +14.7% | -8.8% | +2.1% |
| 6M | +3.8% | +27.7% | -23.9% | -1.9% |
| YTD | -2.8% | +21.1% | -23.9% | -7.3% |
| 1Y | -1.4% | +30.2% | -31.6% | -6.1% |
| All | -1.4% | +31.2% | -32.6% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling