+63.2%
PYPL vs VRTX
+324.3%
-261.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | +3.9% | -2.1% | +6.0% | +4.6% |
| 30D | +7.8% | +8.2% | -0.4% | +5.1% |
| 3M | -0.7% | +13.0% | -13.7% | -4.5% |
| 6M | +28.8% | +27.9% | +0.8% | +18.9% |
| YTD | +2.4% | +20.7% | -18.3% | -4.1% |
| 1Y | -9.6% | +31.4% | -41.0% | -17.7% |
| 3Y | +9.7% | +41.8% | -32.2% | -5.6% |
| 5Y | -73.5% | +183.7% | -257.2% | -82.1% |
| 10Y | +46.5% | +592.9% | -546.4% | -20.7% |
| All | +63.2% | +324.3% | -261.1% | -0.7% |
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