+456.3%
VRTX vs GSK
+80.2%
+376.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -6.4% | -3.6% | -2.8% | -4.7% |
| 30D | -0.5% | -5.9% | +5.4% | +2.5% |
| 3M | +16.9% | -4.3% | +21.2% | +19.3% |
| 6M | +13.1% | -10.8% | +23.9% | +19.1% |
| YTD | +14.9% | +1.8% | +13.2% | +13.2% |
| 1Y | +31.4% | +23.5% | +8.0% | +17.2% |
| 3Y | +51.9% | +49.5% | +2.4% | +19.0% |
| 5Y | +177.1% | +49.7% | +127.4% | +110.8% |
| 10Y | +456.3% | +81.9% | +374.3% | +264.2% |
| All | +456.3% | +80.2% | +376.1% | +264.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling