+37.6%
VRTX vs GSK
+31.2%
+6.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | +0.8% | -1.8% | +2.6% | +1.6% |
| 30D | +12.6% | -2.2% | +14.8% | +13.6% |
| 3M | +23.6% | -1.8% | +25.4% | +24.4% |
| 6M | +14.3% | -10.6% | +24.9% | +18.3% |
| YTD | +20.5% | +4.4% | +16.0% | +18.9% |
| 1Y | +37.6% | +30.4% | +7.2% | +30.4% |
| All | +37.6% | +31.2% | +6.3% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling