+8.4%
LOW vs VRTX
+175.7%
-167.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.1% |
| 7D | +0.4% | -3.4% | +3.8% | +1.1% |
| 30D | -10.1% | +6.6% | -16.7% | -11.5% |
| 3M | -2.9% | +19.4% | -22.3% | -6.8% |
| 6M | -19.4% | +15.8% | -35.2% | -22.2% |
| YTD | -15.4% | +16.7% | -32.1% | -18.7% |
| 1Y | -24.9% | +33.8% | -58.8% | -30.1% |
| 3Y | -7.8% | +54.2% | -62.0% | -19.4% |
| 5Y | +8.4% | +176.4% | -168.0% | -16.5% |
| All | +8.4% | +175.7% | -167.3% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling