+1,912.6%
PFE vs VRTX
+11,891.0%
-9,978.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.7% |
| 7D | -3.7% | -2.1% | -1.6% | -3.5% |
| 30D | +5.0% | +8.2% | -3.2% | +4.1% |
| 3M | +12.2% | +13.0% | -0.9% | +10.7% |
| 6M | +14.6% | +27.9% | -13.4% | +11.6% |
| YTD | +24.1% | +20.7% | +3.4% | +21.5% |
| 1Y | +26.6% | +31.4% | -4.9% | +22.8% |
| 3Y | +14.3% | +41.8% | -27.5% | +9.1% |
| 5Y | -21.9% | +183.7% | -205.6% | -30.7% |
| 10Y | +62.6% | +592.9% | -530.2% | +30.9% |
| All | +1,912.6% | +11,891.0% | -9,978.4% | +1,060.2% |
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