+420.0%
VLO vs VRTX
+183.5%
+236.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -13.3% | -2.1% | -11.2% | -13.1% |
| 30D | -18.3% | +8.2% | -26.5% | -19.1% |
| 3M | +14.3% | +13.0% | +1.3% | +12.5% |
| 6M | +47.6% | +27.9% | +19.7% | +42.6% |
| YTD | +116.0% | +20.7% | +95.3% | +109.2% |
| 1Y | +101.0% | +31.4% | +69.6% | +91.6% |
| 3Y | +199.0% | +41.8% | +157.2% | +176.4% |
| All | +420.0% | +183.5% | +236.5% | +301.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling