+294.0%
PCAR vs VRTX
+580.6%
-286.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.6% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | -4.6% | +8.2% | -12.8% | -6.1% |
| 3M | -22.6% | +13.0% | -35.6% | -24.6% |
| 6M | -12.0% | +27.9% | -39.9% | -16.5% |
| YTD | -6.1% | +20.7% | -26.8% | -10.1% |
| 1Y | +6.3% | +31.4% | -25.1% | 0.0% |
| 3Y | +31.8% | +41.8% | -10.0% | +19.8% |
| 5Y | +104.2% | +183.7% | -79.5% | +59.3% |
| All | +294.0% | +580.6% | -286.7% | +177.1% |
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