+2,202.9%
PEP vs VRTX
+11,869.8%
-9,666.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.5% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | +0.2% | +12.6% | -12.4% | -0.4% |
| 3M | -1.1% | +23.6% | -24.7% | -2.3% |
| 6M | -13.5% | +14.3% | -27.8% | -14.2% |
| YTD | -1.2% | +20.5% | -21.6% | -2.3% |
| 1Y | -1.6% | +37.6% | -39.1% | -3.4% |
| 3Y | -12.5% | +55.5% | -68.1% | -15.1% |
| 5Y | +3.0% | +175.7% | -172.7% | -3.1% |
| 10Y | +73.9% | +474.2% | -400.3% | +57.7% |
| All | +2,202.9% | +11,869.8% | -9,666.9% | +1,709.5% |
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