+32.9%
PFE vs VRTX
+452.7%
-419.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -1.6% |
| 7D | -2.7% | -3.4% | +0.8% | -1.9% |
| 30D | +3.8% | +6.6% | -2.8% | +2.3% |
| 3M | +10.4% | +19.4% | -9.0% | +5.8% |
| 6M | +6.3% | +15.8% | -9.6% | +2.5% |
| YTD | +17.4% | +16.7% | +0.7% | +12.8% |
| 1Y | +21.1% | +33.8% | -12.7% | +12.8% |
| 3Y | -1.6% | +54.2% | -55.8% | -13.6% |
| 5Y | -22.2% | +176.4% | -198.5% | -41.5% |
| 10Y | +32.9% | +443.5% | -410.6% | -11.8% |
| All | +32.9% | +452.7% | -419.8% | -11.8% |
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