+230.9%
QCOM vs VRTX
+519.5%
-288.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +5.8% | -0.4% | +6.2% | +5.9% |
| 30D | -2.3% | +8.0% | -10.3% | -4.7% |
| 3M | +2.7% | +11.0% | -8.3% | -0.9% |
| 6M | -21.0% | +28.2% | -49.2% | -27.5% |
| YTD | +1.8% | +21.5% | -19.7% | -5.4% |
| 1Y | +2.4% | +34.5% | -32.1% | -7.9% |
| 3Y | +52.1% | +49.5% | +2.7% | +28.0% |
| 5Y | +14.6% | +188.3% | -173.6% | -23.7% |
| 10Y | +230.9% | +493.1% | -262.2% | +103.9% |
| All | +230.9% | +519.5% | -288.6% | +103.9% |
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