+82.1%
QLD vs VRTX
+187.6%
-105.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.1% |
| 7D | +7.0% | -1.6% | +8.6% | +7.7% |
| 30D | -14.3% | +8.0% | -22.4% | -17.4% |
| 3M | -16.0% | +4.3% | -20.3% | -18.0% |
| 6M | -14.2% | +18.9% | -33.1% | -21.9% |
| YTD | +12.8% | +18.8% | -6.0% | +1.9% |
| 1Y | +14.1% | +24.0% | -9.9% | +0.6% |
| 3Y | +146.0% | +42.1% | +103.8% | +87.0% |
| All | +82.1% | +187.6% | -105.5% | -4.7% |
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