-20.7%
PFE vs VRTX
+178.3%
-199.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +1.8% | +0.8% | +0.9% | +1.6% |
| 30D | +10.2% | +12.6% | -2.4% | +7.7% |
| 3M | +12.7% | +23.6% | -10.9% | +8.1% |
| 6M | +10.5% | +14.3% | -3.7% | +7.4% |
| YTD | +20.2% | +20.5% | -0.3% | +15.5% |
| 1Y | +24.1% | +37.6% | -13.5% | +16.5% |
| 3Y | -3.6% | +55.5% | -59.1% | -13.2% |
| All | -20.7% | +178.3% | -199.1% | -31.6% |
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