+27.4%
VRTX vs GAP
-7.7%
+35.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | -0.4% | -9.3% | +9.0% | +0.6% |
| 30D | +7.9% | -5.5% | +13.4% | +8.4% |
| 3M | +3.3% | +3.5% | -0.2% | +2.8% |
| 6M | +25.7% | +0.7% | +25.0% | +24.8% |
| YTD | +20.7% | -13.4% | +34.0% | +21.2% |
| 1Y | +27.4% | -7.7% | +35.1% | +26.2% |
| All | +27.4% | -7.7% | +35.1% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling