+1,481.8%
QQQ vs VRTX
+3,889.6%
-2,407.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +3.6% | -1.6% | +5.2% | +4.0% |
| 30D | -6.7% | +8.0% | -14.8% | -8.4% |
| 3M | -7.0% | +4.3% | -11.3% | -8.1% |
| 6M | -4.7% | +18.9% | -23.5% | -8.7% |
| YTD | +11.1% | +18.8% | -7.7% | +6.0% |
| 1Y | +12.3% | +24.0% | -11.7% | +6.1% |
| 3Y | +83.3% | +42.1% | +41.2% | +65.0% |
| 5Y | +77.5% | +187.6% | -110.1% | +36.1% |
| 10Y | +528.3% | +485.4% | +42.8% | +304.3% |
| All | +1,481.8% | +3,889.6% | -2,407.8% | +299.3% |
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