+55.3%
O vs VRTX
+441.1%
-385.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -2.3% | -6.4% | +4.1% | -1.3% |
| 30D | -2.4% | -0.5% | -1.9% | -2.4% |
| 3M | -0.6% | +16.9% | -17.5% | -3.1% |
| 6M | -5.0% | +13.1% | -18.1% | -7.0% |
| YTD | +10.4% | +14.9% | -4.6% | +7.5% |
| 1Y | +6.6% | +31.4% | -24.9% | +1.5% |
| 3Y | +28.4% | +51.9% | -23.5% | +17.7% |
| 5Y | +15.3% | +177.1% | -161.8% | -4.5% |
| 10Y | +55.3% | +456.3% | -401.0% | +30.0% |
| All | +55.3% | +441.1% | -385.8% | +30.0% |
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