+93.3%
QQQ vs VRTX
+51.7%
+41.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +1.0% | -6.4% | +7.4% | +1.9% |
| 30D | -0.6% | -0.5% | -0.1% | -0.6% |
| 3M | +1.3% | +16.9% | -15.6% | -1.3% |
| 6M | +18.1% | +13.1% | +5.1% | +15.5% |
| YTD | +16.9% | +14.9% | +1.9% | +13.8% |
| 1Y | +24.0% | +31.4% | -7.4% | +17.9% |
| All | +93.3% | +51.7% | +41.6% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling