+2.3%
QCOM vs VRTX
+31.2%
-28.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +1.9% | +5.3% |
| 7D | -5.3% | +3.7% | -9.0% | -5.5% |
| 30D | -4.2% | +9.0% | -13.2% | -4.6% |
| 3M | +7.0% | +14.7% | -7.6% | +6.0% |
| 6M | +3.8% | +27.7% | -23.9% | +0.4% |
| YTD | +2.8% | +21.1% | -18.3% | -0.3% |
| 1Y | +2.3% | +30.2% | -27.9% | -3.1% |
| All | +2.3% | +31.2% | -28.9% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling