+404.3%
META vs VRTX
+580.6%
-176.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -0.8% | -2.1% | +1.3% | -0.2% |
| 30D | -15.4% | +8.2% | -23.6% | -17.8% |
| 3M | +3.5% | +13.0% | -9.5% | -1.2% |
| 6M | -0.3% | +27.9% | -28.2% | -9.2% |
| YTD | -7.3% | +20.7% | -28.0% | -14.4% |
| 1Y | -1.1% | +31.4% | -32.5% | -11.6% |
| 3Y | +95.1% | +41.8% | +53.2% | +62.6% |
| 5Y | +80.6% | +183.7% | -103.1% | +16.4% |
| All | +404.3% | +580.6% | -176.3% | +188.9% |
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