+13.7%
O vs VRTX
+175.7%
-162.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | -0.6% | -3.4% | +2.9% | 0.0% |
| 30D | -2.0% | +6.6% | -8.6% | -3.0% |
| 3M | +3.0% | +19.4% | -16.4% | +0.1% |
| 6M | -3.6% | +15.8% | -19.5% | -6.0% |
| YTD | +12.1% | +16.7% | -4.6% | +8.9% |
| 1Y | +8.9% | +33.8% | -24.9% | +3.3% |
| 3Y | +30.3% | +54.2% | -23.8% | +17.4% |
| 5Y | +13.7% | +176.4% | -162.7% | -1.0% |
| All | +13.7% | +175.7% | -162.0% | -1.0% |
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 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