-21.1%
LOW vs VRTX
+37.4%
-58.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -7.0% | +12.6% | -19.7% | -9.7% |
| 3M | -0.9% | +23.6% | -24.5% | -5.4% |
| 6M | -20.1% | +14.3% | -34.4% | -22.9% |
| YTD | -13.9% | +20.5% | -34.4% | -17.6% |
| 1Y | -21.1% | +37.6% | -58.7% | -25.7% |
| All | -21.1% | +37.4% | -58.5% | -25.7% |
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