+51,830.1%
TSCO vs VRTX
+5,802.5%
+46,027.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +0.3% | -1.6% | +1.8% | +0.4% |
| 30D | +11.3% | +8.0% | +3.3% | +10.4% |
| 3M | +1.5% | +4.3% | -2.8% | +0.9% |
| 6M | +24.0% | +18.9% | +5.1% | +21.4% |
| YTD | -25.7% | +18.8% | -44.5% | -27.2% |
| 1Y | -33.6% | +24.0% | -57.5% | -35.3% |
| 3Y | -1.5% | +42.1% | -43.7% | -6.3% |
| 5Y | -9.6% | +187.6% | -197.2% | -20.4% |
| 10Y | +200.8% | +485.4% | -284.7% | +143.1% |
| All | +51,830.1% | +5,802.5% | +46,027.6% | +24,915.9% |
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