+743.6%
VLO vs VRTX
+519.5%
+224.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | -6.5% | -0.4% | -6.1% | -6.5% |
| 30D | -17.8% | +8.0% | -25.7% | -19.2% |
| 3M | +19.6% | +11.0% | +8.5% | +16.5% |
| 6M | +49.3% | +28.2% | +21.1% | +40.3% |
| YTD | +122.4% | +21.5% | +100.9% | +110.1% |
| 1Y | +107.4% | +34.5% | +72.9% | +90.9% |
| 3Y | +223.1% | +49.5% | +173.6% | +182.7% |
| 5Y | +432.2% | +188.3% | +243.9% | +282.6% |
| 10Y | +743.6% | +493.1% | +250.6% | +477.8% |
| All | +743.6% | +519.5% | +224.1% | +477.8% |
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