+5,387.7%
O vs VRTX
+7,701.7%
-2,314.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.7% | +0.8% | -1.6% | -0.8% |
| 30D | -1.9% | +12.6% | -14.5% | -3.0% |
| 3M | +3.8% | +23.6% | -19.8% | +1.7% |
| 6M | -4.7% | +14.3% | -19.0% | -6.1% |
| YTD | +12.5% | +20.5% | -8.0% | +10.2% |
| 1Y | +10.8% | +37.6% | -26.8% | +7.2% |
| 3Y | +28.8% | +55.5% | -26.8% | +22.2% |
| 5Y | +13.2% | +175.7% | -162.6% | +1.4% |
| 10Y | +53.5% | +474.2% | -420.7% | +26.5% |
| All | +5,387.7% | +7,701.7% | -2,314.0% | +3,239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling