+67.2%
QLD vs VRTX
+183.5%
-116.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | -10.3% | -2.1% | -8.2% | -9.4% |
| 30D | -26.1% | +8.2% | -34.3% | -28.8% |
| 3M | -17.8% | +13.0% | -30.8% | -22.8% |
| 6M | -15.6% | +27.9% | -43.5% | -25.8% |
| YTD | +5.4% | +20.7% | -15.3% | -5.5% |
| 1Y | +5.2% | +31.4% | -26.2% | -9.9% |
| 3Y | +139.4% | +41.8% | +97.6% | +83.0% |
| All | +67.2% | +183.5% | -116.3% | -14.5% |
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