+591.6%
VRTX vs GRMN
+6,905.4%
-6,313.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | 0.0% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +11.8% | +3.5% | +8.3% | +10.5% |
| 3M | +3.2% | -7.3% | +10.5% | +5.2% |
| 6M | +21.0% | +21.8% | -0.7% | +12.7% |
| YTD | +19.7% | +42.8% | -23.1% | +5.6% |
| 1Y | +25.0% | +46.5% | -21.5% | +9.4% |
| 3Y | +45.2% | +158.3% | -113.1% | +2.5% |
| 5Y | +189.7% | +122.6% | +67.1% | +110.8% |
| 10Y | +489.8% | +638.0% | -148.2% | +188.2% |
| All | +591.6% | +6,905.4% | -6,313.7% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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