+22,285.8%
VLO vs VRTX
+11,869.8%
+10,416.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +5.2% | +0.8% | +4.4% | +5.1% |
| 30D | +22.6% | +12.6% | +10.0% | +20.8% |
| 3M | +43.8% | +23.6% | +20.1% | +39.9% |
| 6M | +65.7% | +14.3% | +51.5% | +62.4% |
| YTD | +131.1% | +20.5% | +110.6% | +124.7% |
| 1Y | +143.6% | +37.6% | +106.0% | +132.7% |
| 3Y | +201.4% | +55.5% | +145.8% | +181.0% |
| 5Y | +568.9% | +175.7% | +393.1% | +477.5% |
| 10Y | +891.8% | +474.2% | +417.6% | +674.0% |
| All | +22,285.8% | +11,869.8% | +10,416.0% | +11,445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling