+154.6%
VRTX vs COMP
-56.6%
+211.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.2% | +7.0% | -0.8% |
| 7D | +0.5% | -1.8% | +2.3% | +0.5% |
| 30D | +8.0% | -0.8% | +8.8% | +8.0% |
| 3M | +11.9% | -28.1% | +40.0% | +13.3% |
| 6M | +27.8% | +27.0% | +0.8% | +26.1% |
| YTD | +19.7% | -12.8% | +32.4% | +19.5% |
| 1Y | +30.1% | +4.9% | +25.2% | +28.9% |
| 3Y | +44.2% | +321.0% | -276.8% | +34.8% |
| 5Y | +181.3% | -25.6% | +206.9% | +171.8% |
| All | +154.6% | -56.6% | +211.3% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling