+293.0%
LOW vs VRTX
+483.3%
-190.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | +21.7% | +8.0% | +13.7% | +19.5% |
| 3M | +5.0% | +4.3% | +0.7% | +3.9% |
| 6M | +4.6% | +18.9% | -14.3% | +0.1% |
| YTD | -3.5% | +18.8% | -22.3% | -7.9% |
| 1Y | +0.5% | +24.0% | -23.4% | -5.2% |
| 3Y | +24.8% | +42.1% | -17.3% | +11.3% |
| 5Y | +6.5% | +187.6% | -181.1% | -21.5% |
| All | +293.0% | +483.3% | -190.4% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling