+32.4%
VRTX vs GAP
-9.4%
+41.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -7.8% | -6.3% | -1.5% | -7.4% |
| 30D | -2.8% | -0.2% | -2.6% | -2.9% |
| 3M | +18.1% | 0.0% | +18.1% | +17.8% |
| 6M | +3.1% | -8.1% | +11.2% | +3.0% |
| YTD | +13.5% | -16.5% | +30.0% | +14.7% |
| 1Y | +32.4% | -10.5% | +42.9% | +32.8% |
| All | +32.4% | -9.4% | +41.8% | +32.8% |
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