+8,390.6%
PWR vs VRTX
+2,913.1%
+5,477.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | +3.6% | +0.8% | +2.8% | +3.4% |
| 30D | -8.6% | +12.6% | -21.2% | -11.0% |
| 3M | -13.2% | +23.6% | -36.8% | -17.2% |
| 6M | +9.9% | +14.3% | -4.4% | +6.3% |
| YTD | +48.0% | +20.5% | +27.6% | +41.4% |
| 1Y | +66.2% | +37.6% | +28.6% | +54.0% |
| 3Y | +195.1% | +55.5% | +139.6% | +161.5% |
| 5Y | +442.6% | +175.7% | +266.8% | +322.2% |
| 10Y | +2,334.2% | +474.2% | +1,860.0% | +1,447.7% |
| All | +8,390.6% | +2,913.1% | +5,477.5% | +2,831.9% |
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