+12,141.6%
VRTX vs GAP
+830.0%
+11,311.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.2% |
| 7D | -0.4% | 0.0% | -0.5% | -0.5% |
| 30D | +8.0% | -4.3% | +12.3% | +8.6% |
| 3M | +11.0% | +9.4% | +1.6% | +9.0% |
| 6M | +28.2% | -3.3% | +31.4% | +27.6% |
| YTD | +21.5% | -10.5% | +32.0% | +21.8% |
| 1Y | +34.5% | -2.4% | +36.9% | +32.8% |
| 3Y | +49.5% | +80.1% | -30.6% | +26.2% |
| 5Y | +188.3% | +6.5% | +181.8% | +152.8% |
| 10Y | +493.1% | +14.6% | +478.5% | +347.6% |
| All | +12,141.6% | +830.0% | +11,311.5% | +5,749.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling