+61.9%
PYPL vs VRTX
+324.9%
-263.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +1.0% | +3.2% | -2.2% | 0.0% |
| 30D | +5.9% | +7.4% | -1.6% | +3.5% |
| 3M | -0.2% | +4.6% | -4.8% | -1.8% |
| 6M | +30.3% | +27.5% | +2.8% | +20.5% |
| YTD | +1.6% | +20.9% | -19.3% | -4.9% |
| 1Y | -10.3% | +30.1% | -40.4% | -18.0% |
| 3Y | +8.5% | +46.6% | -38.1% | -7.6% |
| 5Y | -71.0% | +191.6% | -262.5% | -80.6% |
| 10Y | +46.9% | +474.5% | -427.6% | -16.3% |
| All | +61.9% | +324.9% | -263.0% | -1.5% |
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