+145.4%
VLO vs VRTX
+31.9%
+113.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.4% |
| 7D | +6.2% | -6.4% | +12.6% | +5.3% |
| 30D | +23.5% | -0.5% | +24.0% | +23.4% |
| 3M | +53.9% | +16.9% | +37.0% | +57.7% |
| 6M | +81.7% | +13.1% | +68.6% | +86.2% |
| YTD | +142.5% | +14.9% | +127.5% | +147.7% |
| 1Y | +145.4% | +31.4% | +114.0% | +152.7% |
| All | +145.4% | +31.9% | +113.5% | +152.7% |
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