+1,502.1%
QLD vs VRTX
+483.3%
+1,018.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.0% |
| 7D | +7.0% | -1.6% | +8.6% | +8.0% |
| 30D | -14.3% | +8.0% | -22.4% | -18.4% |
| 3M | -16.0% | +4.3% | -20.3% | -18.8% |
| 6M | -14.2% | +18.9% | -33.1% | -24.1% |
| YTD | +12.8% | +18.8% | -6.0% | -1.3% |
| 1Y | +14.1% | +24.0% | -9.9% | -3.1% |
| 3Y | +146.0% | +42.1% | +103.8% | +78.9% |
| 5Y | +82.0% | +187.6% | -105.6% | -18.6% |
| All | +1,502.1% | +483.3% | +1,018.8% | +558.6% |
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