+124.3%
PM vs VRTX
+53.6%
+70.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.4% |
| 7D | -1.3% | -3.4% | +2.1% | -1.0% |
| 30D | -2.6% | +6.6% | -9.2% | -3.1% |
| 3M | +5.8% | +19.4% | -13.6% | +4.3% |
| 6M | +10.6% | +15.8% | -5.3% | +9.1% |
| YTD | +17.2% | +16.7% | +0.5% | +15.6% |
| 1Y | +17.6% | +33.8% | -16.2% | +14.9% |
| 3Y | +124.3% | +54.2% | +70.1% | +104.2% |
| All | +124.3% | +53.6% | +70.6% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling