+216.5%
QCOM vs VRTX
+580.6%
-364.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | +0.4% | -2.1% | +2.5% | +1.0% |
| 30D | -6.6% | +8.2% | -14.8% | -8.9% |
| 3M | +3.7% | +13.0% | -9.3% | -0.4% |
| 6M | -13.3% | +27.9% | -41.2% | -20.2% |
| YTD | -1.8% | +20.7% | -22.5% | -8.5% |
| 1Y | -2.5% | +31.4% | -33.9% | -11.6% |
| 3Y | +47.0% | +41.8% | +5.1% | +26.2% |
| 5Y | +13.1% | +183.7% | -170.6% | -23.7% |
| All | +216.5% | +580.6% | -364.2% | +100.6% |
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