+2,267.4%
VGT vs VRTX
+5,361.2%
-3,093.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +1.0% | +0.8% | +0.2% | +0.8% |
| 30D | +1.3% | +12.6% | -11.3% | -0.9% |
| 3M | -1.1% | +23.6% | -24.8% | -5.0% |
| 6M | +32.6% | +14.3% | +18.3% | +28.9% |
| YTD | +29.0% | +20.5% | +8.5% | +24.1% |
| 1Y | +39.7% | +37.6% | +2.1% | +31.1% |
| 3Y | +120.9% | +55.5% | +65.4% | +100.0% |
| 5Y | +133.6% | +175.7% | -42.2% | +90.3% |
| 10Y | +792.6% | +474.2% | +318.4% | +543.3% |
| All | +2,267.4% | +5,361.2% | -3,093.8% | +999.1% |
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