+9,127.5%
QLD vs VRTX
+1,653.2%
+7,474.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +1.2% |
| 7D | +0.6% | +0.8% | -0.3% | +0.2% |
| 30D | -0.1% | +12.6% | -12.8% | -5.0% |
| 3M | -8.4% | +23.6% | -32.0% | -16.3% |
| 6M | +32.2% | +14.3% | +17.9% | +24.1% |
| YTD | +28.9% | +20.5% | +8.4% | +18.2% |
| 1Y | +43.8% | +37.6% | +6.2% | +24.7% |
| 3Y | +176.6% | +55.5% | +121.0% | +122.1% |
| 5Y | +121.6% | +175.7% | -54.2% | +42.6% |
| 10Y | +1,652.9% | +474.2% | +1,178.7% | +794.8% |
| All | +9,127.5% | +1,653.2% | +7,474.3% | +2,177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling