+76.2%
O vs VRTX
+483.3%
-407.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | +7.1% | +8.0% | -0.9% | +5.7% |
| 3M | -5.2% | +4.3% | -9.5% | -6.0% |
| 6M | -1.8% | +18.9% | -20.7% | -4.7% |
| YTD | +9.1% | +18.8% | -9.7% | +5.4% |
| 1Y | +9.7% | +24.0% | -14.3% | +5.2% |
| 3Y | +39.1% | +42.1% | -3.0% | +28.3% |
| 5Y | +8.4% | +187.6% | -179.2% | -12.1% |
| All | +76.2% | +483.3% | -407.2% | +38.7% |
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