+49.5%
VRTX vs EXEL
+244.2%
-194.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.1% |
| 7D | -0.4% | +2.3% | -2.7% | -0.9% |
| 30D | +8.0% | +19.8% | -11.8% | +4.5% |
| 3M | +11.0% | +32.7% | -21.6% | +5.6% |
| 6M | +28.2% | +49.0% | -20.8% | +19.5% |
| YTD | +21.5% | +63.7% | -42.2% | +11.5% |
| 1Y | +34.5% | +75.8% | -41.3% | +22.4% |
| 3Y | +49.5% | +241.3% | -191.8% | +23.7% |
| All | +49.5% | +244.2% | -194.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling