-24.7%
LOW vs VRTX
+31.9%
-56.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.2% |
| 6M | -19.8% | +13.1% | -32.8% | -22.1% |
| YTD | -16.4% | +14.9% | -31.3% | -19.2% |
| 1Y | -24.7% | +31.4% | -56.1% | -28.6% |
| All | -24.7% | +31.9% | -56.6% | -28.6% |
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