+35.4%
PCAR vs VRTX
+45.4%
-10.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | -1.2% | +11.8% | -13.0% | -2.9% |
| 3M | -18.6% | +3.2% | -21.8% | -19.1% |
| 6M | -5.1% | +21.0% | -26.1% | -8.2% |
| YTD | -1.8% | +19.7% | -21.5% | -5.0% |
| 1Y | +10.6% | +25.0% | -14.3% | +6.3% |
| All | +35.4% | +45.4% | -10.0% | +28.6% |
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