-69.4%
U vs VRTX
+178.3%
-247.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | -3.8% | +0.8% | -4.6% | -4.1% |
| 30D | +17.5% | +12.6% | +4.8% | +12.6% |
| 3M | +38.7% | +23.6% | +15.1% | +28.3% |
| 6M | +104.4% | +14.3% | +90.1% | +93.4% |
| YTD | -5.7% | +20.5% | -26.1% | -13.0% |
| 1Y | +3.7% | +37.6% | -33.9% | -10.1% |
| 3Y | +12.3% | +55.5% | -43.2% | -16.2% |
| All | -69.4% | +178.3% | -247.8% | -78.9% |
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 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