+233.8%
LOW vs VRTX
+441.1%
-207.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.6% | -6.4% | +5.8% | +0.9% |
| 30D | -9.3% | -0.5% | -8.7% | -9.2% |
| 3M | -8.1% | +16.9% | -25.0% | -11.5% |
| 6M | -19.8% | +13.1% | -32.8% | -22.3% |
| YTD | -16.4% | +14.9% | -31.3% | -19.5% |
| 1Y | -24.7% | +31.4% | -56.1% | -29.9% |
| 3Y | -8.8% | +51.9% | -60.7% | -19.8% |
| 5Y | +7.8% | +177.1% | -169.3% | -19.1% |
| 10Y | +233.8% | +456.3% | -222.4% | +149.3% |
| All | +233.8% | +441.1% | -207.2% | +149.3% |
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