+117.4%
PM vs VRTX
+178.3%
-60.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.7% |
| 7D | -4.9% | +0.8% | -5.7% | -5.0% |
| 30D | -3.4% | +12.6% | -16.0% | -4.8% |
| 3M | +5.2% | +23.6% | -18.5% | +2.5% |
| 6M | +3.7% | +14.3% | -10.6% | +1.9% |
| YTD | +15.8% | +20.5% | -4.7% | +13.0% |
| 1Y | +17.4% | +37.6% | -20.2% | +12.6% |
| 3Y | +116.9% | +55.5% | +61.4% | +98.9% |
| All | +117.4% | +178.3% | -60.9% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling