+31.4%
VRTX vs COMP
+16.2%
+15.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.7% | -9.9% | 0.0% |
| 7D | -2.1% | +13.4% | -15.6% | -3.1% |
| 30D | +8.2% | +11.1% | -2.9% | +7.2% |
| 3M | +13.0% | -18.8% | +31.9% | +14.2% |
| 6M | +27.9% | +10.5% | +17.4% | +27.1% |
| YTD | +20.7% | -3.4% | +24.1% | +20.1% |
| 1Y | +31.4% | +19.7% | +11.7% | +29.5% |
| All | +31.4% | +16.2% | +15.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling