+176.4%
VRTX vs GAP
+9.4%
+167.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | -3.4% | +1.7% | -5.2% | -3.5% |
| 30D | +6.6% | +9.3% | -2.7% | +5.8% |
| 3M | +19.4% | +6.1% | +13.3% | +18.7% |
| 6M | +15.8% | -2.3% | +18.1% | +15.5% |
| YTD | +16.7% | -10.6% | +27.3% | +17.0% |
| 1Y | +33.8% | -4.4% | +38.3% | +33.3% |
| 3Y | +54.2% | +118.3% | -64.1% | +40.4% |
| 5Y | +176.4% | +12.2% | +164.2% | +155.1% |
| All | +176.4% | +9.4% | +167.0% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling