+3.2%
QCOM vs VRTX
+32.9%
-29.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +5.5% | +3.2% | +2.3% | +5.5% |
| 30D | -1.1% | +7.4% | -8.5% | -1.5% |
| 3M | +7.6% | +4.6% | +3.0% | +7.3% |
| 6M | -20.1% | +27.5% | -47.5% | -22.7% |
| YTD | +3.0% | +20.9% | -17.8% | -0.3% |
| 1Y | +3.2% | +30.1% | -26.8% | -2.2% |
| All | +3.2% | +32.9% | -29.6% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling