+195.5%
VLO vs VRTX
+57.9%
+137.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | +5.2% | +0.8% | +4.4% | +5.1% |
| 30D | +22.6% | +12.6% | +10.0% | +21.3% |
| 3M | +43.8% | +23.6% | +20.1% | +40.7% |
| 6M | +65.7% | +14.3% | +51.5% | +63.5% |
| YTD | +131.1% | +20.5% | +110.6% | +125.6% |
| 1Y | +143.6% | +37.6% | +106.0% | +132.0% |
| All | +195.5% | +57.9% | +137.5% | +168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling