+1,112.1%
PSX vs VRTX
+1,378.4%
-266.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +4.5% | +0.8% | +3.7% | +4.4% |
| 30D | +26.6% | +12.6% | +14.0% | +24.7% |
| 3M | +39.3% | +23.6% | +15.6% | +35.4% |
| 6M | +56.8% | +14.3% | +42.5% | +53.6% |
| YTD | +101.8% | +20.5% | +81.4% | +96.2% |
| 1Y | +99.6% | +37.6% | +62.0% | +90.5% |
| 3Y | +140.3% | +55.5% | +84.8% | +123.6% |
| 5Y | +339.3% | +175.7% | +163.6% | +276.9% |
| 10Y | +369.9% | +474.2% | -104.3% | +274.5% |
| All | +1,112.1% | +1,378.4% | -266.3% | +885.0% |
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 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