+81.1%
QLD vs VRTX
+186.6%
-105.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -19.6% | +8.0% | -27.6% | -22.5% |
| 3M | -14.1% | +11.0% | -25.2% | -18.7% |
| 6M | -13.6% | +28.2% | -41.8% | -24.2% |
| YTD | +12.5% | +21.5% | -9.0% | +0.7% |
| 1Y | +13.1% | +34.5% | -21.4% | -4.2% |
| 3Y | +154.7% | +49.5% | +105.3% | +87.7% |
| 5Y | +81.1% | +188.3% | -107.2% | -7.4% |
| All | +81.1% | +186.6% | -105.5% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling