+338.3%
PSX vs VRTX
+482.4%
-144.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -7.8% | +3.2% | -11.0% | -8.4% |
| 30D | -9.9% | +7.4% | -17.3% | -11.2% |
| 3M | +16.9% | +4.6% | +12.4% | +15.7% |
| 6M | +48.0% | +27.5% | +20.5% | +40.4% |
| YTD | +98.3% | +20.9% | +77.5% | +89.1% |
| 1Y | +86.2% | +30.1% | +56.1% | +74.6% |
| 3Y | +144.0% | +46.6% | +97.3% | +118.4% |
| 5Y | +287.7% | +191.6% | +96.1% | +189.7% |
| 10Y | +338.3% | +474.5% | -136.2% | +213.0% |
| All | +338.3% | +482.4% | -144.1% | +213.0% |
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