+116.1%
PG vs VRTX
+451.8%
-335.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -5.6% | +4.8% | +0.1% |
| 30D | +0.8% | -2.0% | +2.8% | +1.1% |
| 3M | -1.3% | +15.8% | -17.2% | -3.8% |
| 6M | -3.8% | +4.7% | -8.5% | -4.7% |
| YTD | +3.6% | +13.7% | -10.1% | +1.1% |
| 1Y | -5.7% | +29.7% | -35.4% | -10.1% |
| 3Y | +1.6% | +48.4% | -46.9% | -6.9% |
| 5Y | +14.6% | +173.3% | -158.7% | -6.0% |
| All | +116.1% | +451.8% | -335.7% | +81.5% |
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