+6,141.4%
VRTX vs ARWR
-97.0%
+6,238.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.8% |
| 30D | +12.6% | -0.7% | +13.3% | +12.6% |
| 3M | +23.6% | +14.9% | +8.8% | +23.5% |
| 6M | +14.3% | +32.6% | -18.3% | +14.0% |
| YTD | +20.5% | +30.0% | -9.6% | +20.2% |
| 1Y | +37.6% | +208.4% | -170.8% | +36.6% |
| 3Y | +55.5% | +208.8% | -153.3% | +54.1% |
| 5Y | +175.7% | +27.8% | +147.9% | +173.9% |
| 10Y | +474.2% | +1,107.6% | -633.4% | +462.5% |
| All | +6,141.4% | -97.0% | +6,238.4% | +6,751.0% |
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