+43.2%
VRTX vs GSK
+65.0%
-21.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | 0.0% | +0.5% | -0.4% | -0.2% |
| 30D | +11.8% | +9.4% | +2.4% | +8.0% |
| 3M | +3.2% | +1.6% | +1.6% | +2.5% |
| 6M | +21.0% | +1.3% | +19.7% | +20.2% |
| YTD | +19.7% | +6.0% | +13.7% | +16.8% |
| 1Y | +25.0% | +9.1% | +15.9% | +20.9% |
| All | +43.2% | +65.0% | -21.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling