+6,152.5%
VRTX vs ARWR
-98.0%
+6,250.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | -2.1% | -2.9% | +0.8% | -2.1% |
| 30D | +8.2% | -5.4% | +13.6% | +8.2% |
| 3M | +13.0% | -32.2% | +45.3% | +13.3% |
| 6M | +27.9% | -26.5% | +54.4% | +28.1% |
| YTD | +20.7% | -12.4% | +33.1% | +20.7% |
| 1Y | +31.4% | +46.9% | -15.4% | +31.0% |
| 3Y | +41.8% | +116.0% | -74.1% | +40.8% |
| 5Y | +183.7% | -28.0% | +211.6% | +182.7% |
| 10Y | +592.9% | +923.9% | -331.1% | +579.9% |
| All | +6,152.5% | -98.0% | +6,250.5% | +6,778.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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