+386.6%
PSX vs VRTX
+441.1%
-54.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +1.8% | -6.4% | +8.2% | +3.1% |
| 30D | +21.6% | -0.5% | +22.2% | +21.7% |
| 3M | +46.5% | +16.9% | +29.6% | +41.7% |
| 6M | +62.0% | +13.1% | +48.9% | +57.1% |
| YTD | +106.3% | +14.9% | +91.4% | +98.9% |
| 1Y | +103.0% | +31.4% | +71.5% | +89.8% |
| 3Y | +135.5% | +51.9% | +83.6% | +108.9% |
| 5Y | +368.5% | +177.1% | +191.5% | +253.9% |
| 10Y | +386.6% | +456.3% | -69.7% | +248.3% |
| All | +386.6% | +441.1% | -54.5% | +248.3% |
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