+1,288.2%
VRTX vs GNRC
+2,120.5%
-832.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.4% |
| 7D | -3.4% | +4.8% | -8.3% | -4.1% |
| 30D | +6.6% | -10.4% | +17.0% | +8.2% |
| 3M | +19.4% | -28.5% | +47.9% | +24.8% |
| 6M | +15.8% | -6.8% | +22.6% | +15.3% |
| YTD | +16.7% | +39.5% | -22.8% | +8.2% |
| 1Y | +33.8% | +3.4% | +30.4% | +29.6% |
| 3Y | +54.2% | +65.1% | -11.0% | +34.0% |
| 5Y | +176.4% | -57.1% | +233.5% | +191.0% |
| 10Y | +443.5% | +432.5% | +11.0% | +203.2% |
| All | +1,288.2% | +2,120.5% | -832.3% | +451.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling