+143.6%
VLO vs VRTX
+37.4%
+106.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | -0.3% |
| 7D | +5.2% | +0.8% | +4.4% | +5.3% |
| 30D | +22.6% | +12.6% | +10.0% | +24.8% |
| 3M | +43.8% | +23.6% | +20.1% | +48.6% |
| 6M | +65.7% | +14.3% | +51.5% | +71.0% |
| YTD | +131.1% | +20.5% | +110.6% | +137.7% |
| 1Y | +143.6% | +37.6% | +106.0% | +153.5% |
| All | +143.6% | +37.4% | +106.3% | +153.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling