+234.7%
PM vs VRTX
+519.5%
-284.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -7.3% | -0.4% | -6.9% | -7.2% |
| 30D | -4.0% | +8.0% | -12.0% | -5.3% |
| 3M | +2.7% | +11.0% | -8.3% | +0.8% |
| 6M | +14.9% | +28.2% | -13.3% | +9.9% |
| YTD | +23.5% | +21.5% | +2.0% | +19.0% |
| 1Y | +30.4% | +34.5% | -4.2% | +23.3% |
| 3Y | +143.2% | +49.5% | +93.8% | +120.8% |
| 5Y | +159.5% | +188.3% | -28.8% | +105.2% |
| 10Y | +234.7% | +493.1% | -258.4% | +153.4% |
| All | +234.7% | +519.5% | -284.9% | +153.4% |
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