+94.5%
QQQ vs VRTX
+175.1%
-80.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +1.0% | -6.4% | +7.4% | +2.5% |
| 30D | -0.6% | -0.5% | -0.1% | -0.6% |
| 3M | +1.3% | +16.9% | -15.6% | -2.7% |
| 6M | +18.1% | +13.1% | +5.1% | +14.1% |
| YTD | +16.9% | +14.9% | +1.9% | +12.2% |
| 1Y | +24.0% | +31.4% | -7.4% | +14.7% |
| 3Y | +95.6% | +51.9% | +43.7% | +65.8% |
| 5Y | +94.5% | +177.1% | -82.6% | +38.0% |
| All | +94.5% | +175.1% | -80.6% | +38.0% |
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