+31.4%
VRTX vs EXEL
+54.7%
-23.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -6.4% | -0.3% | -6.1% | -6.3% |
| 30D | -0.5% | +10.1% | -10.7% | -2.9% |
| 3M | +16.9% | +10.1% | +6.8% | +14.0% |
| 6M | +13.1% | +37.7% | -24.6% | +4.5% |
| YTD | +14.9% | +33.1% | -18.1% | +6.9% |
| 1Y | +31.4% | +52.4% | -20.9% | +20.6% |
| All | +31.4% | +54.7% | -23.2% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling