+49.6%
PFE vs VRTX
+519.5%
-469.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | +3.4% | +8.0% | -4.6% | +1.5% |
| 3M | +9.2% | +11.0% | -1.8% | +6.6% |
| 6M | +15.8% | +28.2% | -12.3% | +9.3% |
| YTD | +23.4% | +21.5% | +1.9% | +17.6% |
| 1Y | +25.8% | +34.5% | -8.7% | +17.1% |
| 3Y | +17.8% | +49.5% | -31.6% | +4.7% |
| 5Y | -20.2% | +188.3% | -208.5% | -40.1% |
| 10Y | +49.6% | +493.1% | -443.5% | +2.3% |
| All | +49.6% | +519.5% | -469.9% | +2.3% |
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