+11,868.9%
VRTX vs GIS
+740.9%
+11,128.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.6% |
| 7D | -1.6% | -3.4% | +1.8% | -0.4% |
| 30D | +8.0% | +6.9% | +1.2% | +5.4% |
| 3M | +4.3% | -10.1% | +14.4% | +7.6% |
| 6M | +18.9% | +5.9% | +13.0% | +15.5% |
| YTD | +18.8% | -21.1% | +39.9% | +26.8% |
| 1Y | +24.0% | -22.5% | +46.4% | +33.0% |
| 3Y | +42.1% | -39.0% | +81.1% | +63.7% |
| 5Y | +187.6% | -33.3% | +220.9% | +216.3% |
| 10Y | +485.4% | -17.0% | +502.5% | +472.0% |
| All | +11,868.9% | +740.9% | +11,128.0% | +5,336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling