+188.2%
VRTX vs COMP
-10.9%
+199.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +8.0% | +16.6% | -8.5% | +7.2% |
| 3M | +4.3% | -23.5% | +27.8% | +5.3% |
| 6M | +18.9% | +25.7% | -6.9% | +17.4% |
| YTD | +18.8% | -3.4% | +22.2% | +18.1% |
| 1Y | +24.0% | +7.6% | +16.4% | +22.6% |
| 3Y | +42.1% | +423.6% | -381.4% | +31.9% |
| All | +188.2% | -10.9% | +199.1% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling