+207.9%
PDD vs VRTX
+205.8%
+2.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | -4.1% | +0.8% | -4.9% | -4.3% |
| 30D | -9.6% | +12.6% | -22.2% | -12.8% |
| 3M | -4.3% | +23.6% | -27.9% | -10.4% |
| 6M | -18.8% | +14.3% | -33.0% | -22.4% |
| YTD | -27.5% | +20.5% | -48.0% | -32.1% |
| 1Y | -33.6% | +37.6% | -71.2% | -40.5% |
| 3Y | -20.4% | +55.5% | -76.0% | -35.4% |
| 5Y | -19.6% | +175.7% | -195.3% | -49.5% |
| All | +207.9% | +205.8% | +2.1% | +60.0% |
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