+426.7%
VRTX vs GNRC
+448.8%
-22.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.2% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -2.0% | -15.7% | +13.8% | +0.1% |
| 3M | +15.8% | -27.3% | +43.2% | +19.9% |
| 6M | +4.7% | -12.1% | +16.7% | +5.0% |
| YTD | +13.7% | +37.1% | -23.4% | +6.9% |
| 1Y | +29.7% | -0.5% | +30.2% | +26.9% |
| 3Y | +48.4% | +61.5% | -13.1% | +32.0% |
| 5Y | +173.3% | -58.6% | +231.9% | +196.6% |
| All | +426.7% | +448.8% | -22.1% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling