+1,747.8%
PLD vs VRTX
+3,540.8%
-1,793.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -2.4% | +12.6% | -15.1% | -4.2% |
| 3M | -3.8% | +23.6% | -27.4% | -6.8% |
| 6M | 0.0% | +14.3% | -14.3% | -2.1% |
| YTD | +9.2% | +20.5% | -11.2% | +5.9% |
| 1Y | +25.9% | +37.6% | -11.7% | +19.7% |
| 3Y | +21.3% | +55.5% | -34.2% | +12.1% |
| 5Y | +14.1% | +175.7% | -161.6% | -3.2% |
| 10Y | +237.9% | +474.2% | -236.3% | +154.1% |
| All | +1,747.8% | +3,540.8% | -1,793.0% | +930.2% |
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