+76.6%
PEP vs VRTX
+452.7%
-376.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +1.1% |
| 7D | +0.1% | -3.4% | +3.5% | +0.7% |
| 30D | +0.7% | +6.6% | -6.0% | -0.6% |
| 3M | -0.5% | +19.4% | -19.9% | -3.8% |
| 6M | -11.3% | +15.8% | -27.1% | -13.9% |
| YTD | -0.6% | +16.7% | -17.3% | -3.8% |
| 1Y | +1.7% | +33.8% | -32.2% | -4.3% |
| 3Y | -12.5% | +54.2% | -66.6% | -21.2% |
| 5Y | +3.9% | +176.4% | -172.5% | -17.1% |
| 10Y | +76.6% | +443.5% | -366.9% | +45.0% |
| All | +76.6% | +452.7% | -376.1% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling