-21.5%
PFE vs VRTX
+183.5%
-204.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -3.7% | -2.1% | -1.6% | -3.3% |
| 30D | +5.0% | +8.2% | -3.2% | +3.2% |
| 3M | +12.2% | +13.0% | -0.9% | +9.4% |
| 6M | +14.6% | +27.9% | -13.4% | +8.9% |
| YTD | +24.1% | +20.7% | +3.4% | +19.0% |
| 1Y | +26.6% | +31.4% | -4.9% | +19.4% |
| 3Y | +14.3% | +41.8% | -27.5% | +4.8% |
| All | -21.5% | +183.5% | -204.9% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling