+922.6%
VLO vs VRTX
+449.2%
+473.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.4% | +4.0% |
| 7D | +5.8% | -3.4% | +9.2% | +6.5% |
| 30D | +28.3% | +6.6% | +21.7% | +26.4% |
| 3M | +48.7% | +19.4% | +29.3% | +42.3% |
| 6M | +71.9% | +15.8% | +56.1% | +64.8% |
| YTD | +138.7% | +16.7% | +122.0% | +127.7% |
| 1Y | +148.5% | +33.8% | +114.6% | +128.4% |
| 3Y | +192.7% | +54.2% | +138.5% | +152.8% |
| 5Y | +601.6% | +176.4% | +425.2% | +404.8% |
| All | +922.6% | +449.2% | +473.4% | +558.3% |
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