+58.8%
VRTX vs EXEL
+164.9%
-106.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +0.8% | +8.4% | -7.6% | -0.5% |
| 30D | +12.6% | +4.1% | +8.6% | +11.8% |
| 3M | +23.6% | +12.4% | +11.2% | +21.3% |
| 6M | +14.3% | +41.5% | -27.3% | +8.3% |
| YTD | +20.5% | +34.6% | -14.2% | +14.9% |
| 1Y | +37.6% | +57.9% | -20.3% | +28.7% |
| All | +58.8% | +164.9% | -106.1% | +43.5% |
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