+470.4%
VRTX vs GAP
+1.5%
+468.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.6% | -1.9% | +0.4% | -1.4% |
| 30D | +8.0% | -7.1% | +15.1% | +8.6% |
| 3M | +4.3% | +4.1% | +0.2% | +3.7% |
| 6M | +18.9% | +1.9% | +17.0% | +18.2% |
| YTD | +18.8% | -15.2% | +34.0% | +19.5% |
| 1Y | +24.0% | -10.6% | +34.6% | +24.1% |
| 3Y | +42.1% | +74.6% | -32.4% | +30.8% |
| 5Y | +187.6% | +3.7% | +183.9% | +169.7% |
| All | +470.4% | +1.5% | +468.9% | +386.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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