+211.0%
PDD vs VRTX
+206.3%
+4.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +5.6% | -2.1% | +7.7% | +6.2% |
| 30D | +5.8% | +8.2% | -2.4% | +3.2% |
| 3M | -8.6% | +13.0% | -21.6% | -12.1% |
| 6M | -18.8% | +27.9% | -46.8% | -25.1% |
| YTD | -26.8% | +20.7% | -47.4% | -31.5% |
| 1Y | -39.3% | +31.4% | -70.7% | -44.8% |
| 3Y | -22.5% | +41.8% | -64.3% | -34.7% |
| 5Y | -0.8% | +183.7% | -184.5% | -38.4% |
| All | +211.0% | +206.3% | +4.7% | +61.2% |
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