+763.1%
PM vs VRTX
+3,523.9%
-2,760.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | +5.2% | +23.6% | -18.5% | +2.8% |
| 6M | +3.7% | +14.3% | -10.6% | +2.1% |
| YTD | +15.8% | +20.5% | -4.7% | +13.2% |
| 1Y | +17.4% | +37.6% | -20.2% | +13.1% |
| 3Y | +116.9% | +55.5% | +61.4% | +104.3% |
| 5Y | +117.3% | +175.7% | -58.4% | +91.7% |
| 10Y | +193.8% | +474.2% | -280.4% | +140.3% |
| All | +763.1% | +3,523.9% | -2,760.7% | +427.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling