+245.8%
QCOM vs VRTX
+480.2%
-234.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +2.0% | -0.4% | +2.3% | +2.1% |
| 30D | +1.2% | +7.9% | -6.7% | -1.2% |
| 3M | +9.1% | +3.3% | +5.8% | +7.7% |
| 6M | -25.0% | +25.7% | -50.7% | -30.7% |
| YTD | +4.8% | +20.7% | -15.8% | -2.4% |
| 1Y | +3.6% | +27.4% | -23.8% | -5.3% |
| 3Y | +51.5% | +46.4% | +5.1% | +28.1% |
| 5Y | +19.7% | +194.3% | -174.6% | -21.1% |
| 10Y | +245.8% | +494.6% | -248.8% | +113.3% |
| All | +245.8% | +480.2% | -234.4% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling