+790.3%
VLO vs VRTX
+483.3%
+307.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +9.6% | -1.6% | +11.2% | +10.0% |
| 30D | -17.4% | +8.0% | -25.4% | -18.8% |
| 3M | +10.8% | +4.3% | +6.5% | +9.4% |
| 6M | +56.9% | +18.9% | +38.1% | +50.0% |
| YTD | +136.8% | +18.8% | +118.0% | +124.8% |
| 1Y | +120.7% | +24.0% | +96.7% | +107.0% |
| 3Y | +231.9% | +42.1% | +189.8% | +193.9% |
| 5Y | +479.0% | +187.6% | +291.4% | +315.8% |
| All | +790.3% | +483.3% | +307.0% | +518.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling