+28,914.7%
LOW vs VRTX
+11,869.8%
+17,044.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | -7.0% | +12.6% | -19.7% | -8.4% |
| 3M | -0.9% | +23.6% | -24.5% | -3.5% |
| 6M | -20.1% | +14.3% | -34.4% | -21.5% |
| YTD | -13.9% | +20.5% | -34.4% | -16.0% |
| 1Y | -21.1% | +37.6% | -58.7% | -24.4% |
| 3Y | -6.6% | +55.5% | -62.2% | -12.5% |
| 5Y | +9.4% | +175.7% | -166.4% | -4.7% |
| 10Y | +220.5% | +474.2% | -253.7% | +153.2% |
| All | +28,914.7% | +11,869.8% | +17,044.9% | +12,076.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling