+281.8%
QCOM vs VRTX
+441.1%
-159.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +4.4% | -6.4% | +10.8% | +6.3% |
| 30D | +9.4% | -0.5% | +9.9% | +9.4% |
| 3M | -13.7% | +16.9% | -30.6% | -18.0% |
| 6M | +28.9% | +13.1% | +15.8% | +23.1% |
| YTD | +4.7% | +14.9% | -10.2% | -0.6% |
| 1Y | +13.5% | +31.4% | -17.9% | +3.2% |
| 3Y | +77.1% | +51.9% | +25.2% | +49.2% |
| 5Y | +38.9% | +177.1% | -138.2% | -4.4% |
| 10Y | +281.8% | +456.3% | -174.5% | +152.6% |
| All | +281.8% | +441.1% | -159.3% | +152.6% |
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