+8,168.1%
PWR vs VRTX
+2,918.1%
+5,250.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.4% | +4.3% |
| 7D | +4.7% | -0.4% | +5.1% | +4.9% |
| 30D | -12.5% | +7.9% | -20.4% | -14.1% |
| 3M | -9.3% | +3.3% | -12.6% | -10.3% |
| 6M | -22.2% | +25.7% | -47.9% | -26.4% |
| YTD | +44.2% | +20.7% | +23.5% | +37.2% |
| 1Y | +35.5% | +27.4% | +8.1% | +27.3% |
| 3Y | +250.4% | +46.4% | +204.0% | +213.5% |
| 5Y | +425.6% | +194.3% | +231.3% | +302.6% |
| 10Y | +1,874.2% | +494.6% | +1,379.6% | +1,145.4% |
| All | +8,168.1% | +2,918.1% | +5,250.0% | +2,744.2% |
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