+474.5%
VRTX vs EXEL
+363.4%
+111.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +3.2% | -2.4% | +5.6% | +3.8% |
| 30D | +7.4% | +17.9% | -10.5% | +3.1% |
| 3M | +4.6% | +33.3% | -28.7% | -2.6% |
| 6M | +27.5% | +46.6% | -19.1% | +15.7% |
| YTD | +20.9% | +61.0% | -40.2% | +6.9% |
| 1Y | +30.1% | +70.4% | -40.4% | +13.4% |
| 3Y | +46.6% | +236.1% | -189.5% | +3.7% |
| 5Y | +191.6% | +284.8% | -93.3% | +94.8% |
| 10Y | +474.5% | +348.4% | +126.1% | +226.7% |
| All | +474.5% | +363.4% | +111.1% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling