+1,351.8%
QLD vs VRTX
+580.6%
+771.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | -10.3% | -2.1% | -8.2% | -9.2% |
| 30D | -26.1% | +8.2% | -34.3% | -29.7% |
| 3M | -17.8% | +13.0% | -30.8% | -24.2% |
| 6M | -15.6% | +27.9% | -43.5% | -28.3% |
| YTD | +5.4% | +20.7% | -15.3% | -8.3% |
| 1Y | +5.2% | +31.4% | -26.2% | -13.4% |
| 3Y | +139.4% | +41.8% | +97.6% | +75.9% |
| 5Y | +66.7% | +183.7% | -117.0% | -23.1% |
| All | +1,351.8% | +580.6% | +771.2% | +499.0% |
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 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