+50,186.6%
QCOM vs VRTX
+7,701.7%
+42,484.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +3.3% | +0.8% | +2.5% | +3.2% |
| 30D | +7.7% | +12.6% | -4.9% | +5.3% |
| 3M | -30.1% | +23.6% | -53.7% | -32.9% |
| 6M | +22.8% | +14.3% | +8.6% | +19.2% |
| YTD | +0.2% | +20.5% | -20.3% | -3.8% |
| 1Y | +7.9% | +37.6% | -29.7% | +1.0% |
| 3Y | +55.8% | +55.5% | +0.3% | +40.7% |
| 5Y | +30.1% | +175.7% | -145.7% | +5.4% |
| 10Y | +248.9% | +474.2% | -225.3% | +142.6% |
| All | +50,186.6% | +7,701.7% | +42,484.9% | +17,048.3% |
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