+90.1%
PEP vs VRTX
+480.2%
-390.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.1% | -0.4% | +1.4% | +1.1% |
| 30D | +13.6% | +7.9% | +5.7% | +12.0% |
| 3M | +5.1% | +3.3% | +1.8% | +4.4% |
| 6M | -1.6% | +25.7% | -27.3% | -5.9% |
| YTD | +3.3% | +20.7% | -17.3% | -0.9% |
| 1Y | +3.2% | +27.4% | -24.2% | -2.1% |
| 3Y | -3.9% | +46.4% | -50.3% | -13.0% |
| 5Y | +4.0% | +194.3% | -190.3% | -19.1% |
| 10Y | +90.1% | +494.6% | -404.5% | +49.7% |
| All | +90.1% | +480.2% | -390.1% | +49.7% |
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