+242.8%
QCOM vs VRTX
+482.4%
-239.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.5% | +3.2% | +2.3% | +4.7% |
| 30D | -1.1% | +7.4% | -8.5% | -3.4% |
| 3M | +7.6% | +4.6% | +3.0% | +5.8% |
| 6M | -20.1% | +27.5% | -47.5% | -26.5% |
| YTD | +3.0% | +20.9% | -17.8% | -4.1% |
| 1Y | +3.2% | +30.1% | -26.8% | -6.2% |
| 3Y | +48.9% | +46.6% | +2.2% | +25.9% |
| 5Y | +21.1% | +191.6% | -170.5% | -19.9% |
| 10Y | +242.8% | +474.5% | -231.8% | +112.6% |
| All | +242.8% | +482.4% | -239.6% | +112.6% |
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