+31.4%
O vs VRTX
+57.9%
-26.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -0.7% | +0.8% | -1.6% | -0.8% |
| 30D | -1.9% | +12.6% | -14.5% | -3.4% |
| 3M | +3.8% | +23.6% | -19.8% | +1.2% |
| 6M | -4.7% | +14.3% | -19.0% | -6.5% |
| YTD | +12.5% | +20.5% | -8.0% | +9.6% |
| 1Y | +10.8% | +37.6% | -26.8% | +6.0% |
| All | +31.4% | +57.9% | -26.5% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling