+46,613.4%
QCOM vs VRTX
+7,650.0%
+38,963.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.2% | -8.3% | -9.3% |
| 7D | -15.5% | +0.5% | -15.9% | -15.6% |
| 30D | -13.4% | +8.0% | -21.4% | -14.7% |
| 3M | 0.0% | +11.9% | -11.8% | -2.3% |
| 6M | -15.2% | +27.8% | -43.0% | -19.4% |
| YTD | -6.9% | +19.7% | -26.6% | -10.7% |
| 1Y | -11.0% | +30.1% | -41.1% | -15.9% |
| 3Y | +39.8% | +44.2% | -4.5% | +27.7% |
| 5Y | +7.2% | +181.3% | -174.1% | -13.7% |
| 10Y | +207.7% | +587.1% | -379.4% | +107.6% |
| All | +46,613.4% | +7,650.0% | +38,963.4% | +15,820.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling