+814.4%
VOO vs VRTX
+1,396.9%
-582.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +3.3% | 0.0% | +3.2% | +3.3% |
| 30D | -2.7% | +11.8% | -14.5% | -4.3% |
| 3M | -1.7% | +3.2% | -5.0% | -2.3% |
| 6M | +3.1% | +21.0% | -17.9% | 0.0% |
| YTD | +11.9% | +19.7% | -7.7% | +8.5% |
| 1Y | +12.1% | +25.0% | -12.9% | +7.9% |
| 3Y | +78.6% | +45.2% | +33.4% | +66.3% |
| 5Y | +73.8% | +189.7% | -115.9% | +46.3% |
| 10Y | +312.3% | +489.8% | -177.5% | +221.5% |
| All | +814.4% | +1,396.9% | -582.5% | +535.6% |
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 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