+211.8%
PM vs VRTX
+441.1%
-229.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -1.2% | -6.4% | +5.2% | -0.2% |
| 30D | -0.2% | -0.5% | +0.4% | -0.1% |
| 3M | +4.9% | +16.9% | -12.0% | +2.1% |
| 6M | +9.0% | +13.1% | -4.0% | +6.6% |
| YTD | +17.8% | +14.9% | +2.8% | +14.7% |
| 1Y | +16.8% | +31.4% | -14.6% | +11.1% |
| 3Y | +125.4% | +51.9% | +73.5% | +104.6% |
| 5Y | +128.7% | +177.1% | -48.4% | +83.9% |
| 10Y | +211.8% | +456.3% | -244.4% | +152.2% |
| All | +211.8% | +441.1% | -229.3% | +152.2% |
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 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