+2,432.7%
VRTX vs EXEL
+353.7%
+2,079.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.1% |
| 7D | -0.4% | +2.3% | -2.7% | -1.1% |
| 30D | +8.0% | +19.8% | -11.8% | +2.9% |
| 3M | +11.0% | +32.7% | -21.6% | +2.9% |
| 6M | +28.2% | +49.0% | -20.8% | +14.9% |
| YTD | +21.5% | +63.7% | -42.2% | +5.8% |
| 1Y | +34.5% | +75.8% | -41.3% | +14.9% |
| 3Y | +49.5% | +241.3% | -191.8% | +2.8% |
| 5Y | +188.3% | +289.0% | -100.8% | +87.3% |
| 10Y | +493.1% | +377.6% | +115.5% | +223.3% |
| All | +2,432.7% | +353.7% | +2,079.0% | +594.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling