+2,723.0%
VRT vs VRTX
+212.8%
+2,510.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.8% |
| 7D | +9.1% | +0.8% | +8.3% | +8.9% |
| 30D | +0.9% | +12.6% | -11.7% | -1.9% |
| 3M | -13.4% | +23.6% | -37.0% | -17.8% |
| 6M | +11.7% | +14.3% | -2.6% | +7.7% |
| YTD | +73.2% | +20.5% | +52.8% | +64.8% |
| 1Y | +123.4% | +37.6% | +85.8% | +105.5% |
| 3Y | +606.2% | +55.5% | +550.6% | +512.3% |
| 5Y | +899.9% | +175.7% | +724.1% | +657.4% |
| All | +2,723.0% | +212.8% | +2,510.2% | +2,002.0% |
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