+172.3%
PCAR vs VRTX
+178.3%
-6.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | -6.2% | +12.6% | -18.9% | -8.4% |
| 3M | +5.9% | +23.6% | -17.7% | +1.6% |
| 6M | +0.4% | +14.3% | -13.9% | -2.4% |
| YTD | +14.8% | +20.5% | -5.6% | +10.3% |
| 1Y | +30.1% | +37.6% | -7.5% | +21.9% |
| 3Y | +66.7% | +55.5% | +11.1% | +48.9% |
| All | +172.3% | +178.3% | -6.1% | +131.4% |
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