+1,102.3%
PSX vs VRTX
+1,391.3%
-289.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | -8.0% | -0.4% | -7.6% | -8.0% |
| 30D | -9.0% | +8.0% | -17.0% | -10.0% |
| 3M | +24.7% | +11.0% | +13.7% | +23.0% |
| 6M | +49.3% | +28.2% | +21.2% | +44.3% |
| YTD | +100.2% | +21.5% | +78.7% | +94.1% |
| 1Y | +88.8% | +34.5% | +54.3% | +80.6% |
| 3Y | +152.5% | +49.5% | +103.0% | +135.9% |
| 5Y | +283.2% | +188.3% | +94.9% | +226.6% |
| 10Y | +345.8% | +493.1% | -147.3% | +254.3% |
| All | +1,102.3% | +1,391.3% | -289.0% | +874.7% |
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 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