+1,621.7%
PLD vs VRTX
+3,547.3%
-1,925.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -0.8% | -2.1% | +1.3% | -0.5% |
| 30D | -0.3% | +8.2% | -8.5% | -1.5% |
| 3M | -8.0% | +13.0% | -21.1% | -9.8% |
| 6M | -9.8% | +27.9% | -37.7% | -13.2% |
| YTD | +1.8% | +20.7% | -18.9% | -1.4% |
| 1Y | +5.6% | +31.4% | -25.8% | +0.9% |
| 3Y | +33.3% | +41.8% | -8.6% | +24.6% |
| 5Y | +0.3% | +183.7% | -183.4% | -15.3% |
| 10Y | +241.6% | +592.9% | -351.3% | +150.7% |
| All | +1,621.7% | +3,547.3% | -1,925.5% | +858.7% |
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 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