+134.1%
PSX vs VRTX
+53.6%
+80.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.7% | +1.9% |
| 7D | +2.8% | -3.4% | +6.2% | +3.1% |
| 30D | +27.8% | +6.6% | +21.1% | +27.0% |
| 3M | +42.0% | +19.4% | +22.6% | +39.5% |
| 6M | +58.1% | +15.8% | +42.3% | +55.5% |
| YTD | +105.0% | +16.7% | +88.4% | +101.0% |
| 1Y | +104.9% | +33.8% | +71.1% | +96.5% |
| 3Y | +134.1% | +54.2% | +79.9% | +119.7% |
| All | +134.1% | +53.6% | +80.4% | +119.7% |
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 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