+2,274.0%
PEP vs VRTX
+11,973.9%
-9,699.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.0% | -0.4% | +1.5% | +1.1% |
| 30D | +12.6% | +8.0% | +4.6% | +12.2% |
| 3M | +3.1% | +11.0% | -7.9% | +2.5% |
| 6M | -6.3% | +28.2% | -34.4% | -7.6% |
| YTD | +1.9% | +21.5% | -19.6% | +0.6% |
| 1Y | +3.3% | +34.5% | -31.3% | +1.4% |
| 3Y | -4.8% | +49.5% | -54.3% | -7.4% |
| 5Y | +2.0% | +188.3% | -186.2% | -4.2% |
| 10Y | +80.3% | +493.1% | -412.8% | +63.4% |
| All | +2,274.0% | +11,973.9% | -9,699.9% | +1,764.1% |
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