-2.7%
SBUX vs VRTX
+175.7%
-178.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.8% |
| 7D | -3.9% | -3.4% | -0.5% | -3.3% |
| 30D | -2.8% | +6.6% | -9.4% | -4.0% |
| 3M | +8.2% | +19.4% | -11.2% | +4.7% |
| 6M | +4.3% | +15.8% | -11.6% | +1.3% |
| YTD | +23.3% | +16.7% | +6.7% | +19.4% |
| 1Y | +24.3% | +33.8% | -9.5% | +17.3% |
| 3Y | +15.5% | +54.2% | -38.7% | +1.8% |
| 5Y | -2.7% | +176.4% | -179.1% | -23.0% |
| All | -2.7% | +175.7% | -178.4% | -23.0% |
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