+51.4%
PYPL vs VRTX
+323.5%
-272.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | -4.9% | +12.6% | -17.5% | -8.4% |
| 3M | +28.9% | +23.6% | +5.2% | +20.5% |
| 6M | +18.2% | +14.3% | +4.0% | +12.9% |
| YTD | -5.0% | +20.5% | -25.5% | -10.9% |
| 1Y | -18.8% | +37.6% | -56.4% | -27.0% |
| 3Y | -12.6% | +55.5% | -68.1% | -27.0% |
| 5Y | -80.8% | +175.7% | -256.5% | -86.9% |
| 10Y | +49.9% | +474.2% | -424.3% | -14.6% |
| All | +51.4% | +323.5% | -272.1% | -7.7% |
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