+121.0%
QLD vs VRTX
+178.3%
-57.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +1.3% |
| 7D | +0.6% | +0.8% | -0.3% | +0.2% |
| 30D | -0.1% | +12.6% | -12.8% | -5.7% |
| 3M | -8.4% | +23.6% | -32.0% | -17.8% |
| 6M | +32.2% | +14.3% | +17.9% | +22.7% |
| YTD | +28.9% | +20.5% | +8.4% | +16.1% |
| 1Y | +43.8% | +37.6% | +6.2% | +20.5% |
| 3Y | +176.6% | +55.5% | +121.0% | +97.9% |
| All | +121.0% | +178.3% | -57.3% | +13.9% |
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