+456.3%
VRTX vs GAP
+28.3%
+428.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.1% |
| 7D | -6.4% | -3.2% | -3.2% | -6.1% |
| 30D | -0.5% | -0.7% | +0.2% | -0.6% |
| 3M | +16.9% | -0.5% | +17.4% | +16.7% |
| 6M | +13.1% | -5.0% | +18.1% | +13.0% |
| YTD | +14.9% | -14.7% | +29.6% | +15.7% |
| 1Y | +31.4% | -8.6% | +40.1% | +31.3% |
| 3Y | +51.9% | +108.4% | -56.5% | +36.8% |
| 5Y | +177.1% | +5.8% | +171.3% | +158.7% |
| 10Y | +456.3% | +29.6% | +426.6% | +350.4% |
| All | +456.3% | +28.3% | +428.0% | +350.4% |
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