+194.3%
VRTX vs GIS
-33.6%
+227.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.1% |
| 7D | -0.4% | -4.6% | +4.2% | +0.5% |
| 30D | +7.9% | +6.6% | +1.3% | +6.5% |
| 3M | +3.3% | -8.1% | +11.4% | +4.7% |
| 6M | +25.7% | +4.9% | +20.8% | +24.0% |
| YTD | +20.7% | -21.4% | +42.0% | +25.7% |
| 1Y | +27.4% | -21.6% | +49.1% | +32.8% |
| 3Y | +46.4% | -39.3% | +85.7% | +61.1% |
| 5Y | +194.3% | -33.2% | +227.5% | +224.3% |
| All | +194.3% | -33.6% | +227.9% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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