+49.5%
VRTX vs GAP
+78.9%
-29.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.5% |
| 7D | -0.4% | 0.0% | -0.5% | -0.4% |
| 30D | +8.0% | -4.3% | +12.3% | +8.2% |
| 3M | +11.0% | +9.4% | +1.6% | +10.2% |
| 6M | +28.2% | -3.3% | +31.4% | +27.9% |
| YTD | +21.5% | -10.5% | +32.0% | +21.7% |
| 1Y | +34.5% | -2.4% | +36.9% | +34.0% |
| 3Y | +49.5% | +80.1% | -30.6% | +41.0% |
| All | +49.5% | +78.9% | -29.4% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling