+82.7%
O vs VRTX
+482.4%
-399.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.5% | +3.2% | +0.3% | +3.0% |
| 30D | +10.4% | +7.4% | +3.0% | +9.1% |
| 3M | -2.4% | +4.6% | -7.0% | -3.3% |
| 6M | -1.2% | +27.5% | -28.7% | -5.3% |
| YTD | +10.4% | +20.9% | -10.4% | +6.4% |
| 1Y | +11.4% | +30.1% | -18.6% | +6.0% |
| 3Y | +40.4% | +46.6% | -6.2% | +28.7% |
| 5Y | +12.1% | +191.6% | -179.4% | -9.3% |
| 10Y | +82.7% | +474.5% | -391.8% | +44.6% |
| All | +82.7% | +482.4% | -399.7% | +44.6% |
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