+172.9%
VRTX vs GIS
-25.0%
+197.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.8% | -0.7% |
| 7D | -7.8% | -8.4% | +0.6% | -6.2% |
| 30D | -2.8% | -5.2% | +2.3% | -2.0% |
| 3M | +18.1% | +8.2% | +9.9% | +16.0% |
| 6M | +3.1% | -12.0% | +15.1% | +5.4% |
| YTD | +13.5% | -18.9% | +32.4% | +17.7% |
| 1Y | +32.4% | -23.6% | +56.1% | +39.0% |
| 3Y | +50.0% | -37.6% | +87.6% | +64.2% |
| 5Y | +172.9% | -25.2% | +198.1% | +199.5% |
| All | +172.9% | -25.0% | +197.9% | +199.5% |
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