+11,295.3%
PCAR vs VRTX
+11,908.5%
-613.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +3.8% | +3.2% | +0.6% | +3.4% |
| 30D | -2.0% | +7.4% | -9.4% | -2.9% |
| 3M | -19.1% | +4.6% | -23.7% | -19.6% |
| 6M | -6.8% | +27.5% | -34.3% | -9.9% |
| YTD | -2.5% | +20.9% | -23.3% | -5.2% |
| 1Y | +9.7% | +30.1% | -20.4% | +5.5% |
| 3Y | +34.0% | +46.6% | -12.7% | +25.5% |
| 5Y | +113.3% | +191.6% | -78.2% | +81.7% |
| 10Y | +278.2% | +474.5% | -196.4% | +188.1% |
| All | +11,295.3% | +11,908.5% | -613.3% | +5,309.8% |
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