+181.3%
VRTX vs GD
+97.4%
+83.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | +0.5% | -3.9% | +4.4% | +1.6% |
| 30D | +8.0% | +8.1% | -0.1% | +5.3% |
| 3M | +11.9% | -6.8% | +18.7% | +14.2% |
| 6M | +27.8% | +3.0% | +24.8% | +26.4% |
| YTD | +19.7% | +7.8% | +11.9% | +16.1% |
| 1Y | +30.1% | +5.8% | +24.3% | +26.9% |
| 3Y | +44.2% | +55.3% | -11.1% | +22.1% |
| 5Y | +181.3% | +96.7% | +84.6% | +113.2% |
| All | +181.3% | +97.4% | +83.9% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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