+79.1%
META vs VRTX
+180.0%
-100.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -18.1% | +8.0% | -26.1% | -20.1% |
| 3M | +2.9% | +11.9% | -9.0% | -1.0% |
| 6M | +0.2% | +27.8% | -27.6% | -8.0% |
| YTD | -8.1% | +19.7% | -27.8% | -14.4% |
| 1Y | -4.5% | +30.1% | -34.6% | -13.8% |
| 3Y | +94.2% | +44.2% | +50.0% | +56.6% |
| 5Y | +79.1% | +181.3% | -102.2% | +12.5% |
| All | +79.1% | +180.0% | -100.9% | +12.5% |
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