+272.5%
PM vs VRTX
+483.3%
-210.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +0.5% | -1.6% | +2.1% | +0.8% |
| 30D | -3.2% | +8.0% | -11.3% | -4.5% |
| 3M | +6.2% | +4.3% | +1.9% | +5.3% |
| 6M | +7.7% | +18.9% | -11.2% | +4.3% |
| YTD | +27.3% | +18.8% | +8.5% | +23.0% |
| 1Y | +32.8% | +24.0% | +8.8% | +27.3% |
| 3Y | +150.0% | +42.1% | +107.9% | +128.9% |
| 5Y | +164.2% | +187.6% | -23.3% | +108.5% |
| All | +272.5% | +483.3% | -210.9% | +188.5% |
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