+379.6%
META vs VRTX
+473.8%
-94.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.7% |
| 7D | +6.7% | +0.8% | +5.9% | +6.4% |
| 30D | +4.8% | +12.6% | -7.9% | +0.5% |
| 3M | -1.6% | +23.6% | -25.3% | -8.9% |
| 6M | -7.5% | +14.3% | -21.7% | -12.2% |
| YTD | -6.4% | +20.5% | -26.9% | -13.1% |
| 1Y | -17.3% | +37.6% | -54.9% | -27.0% |
| 3Y | +109.9% | +55.5% | +54.4% | +69.9% |
| 5Y | +65.4% | +175.7% | -110.4% | +9.0% |
| All | +379.6% | +473.8% | -94.2% | +183.2% |
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