+176.4%
VRTX vs GSK
+46.9%
+129.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -2.2% |
| 7D | -3.4% | -4.2% | +0.8% | -1.9% |
| 30D | +6.6% | -7.5% | +14.1% | +9.6% |
| 3M | +19.4% | -3.3% | +22.7% | +20.8% |
| 6M | +15.8% | -9.3% | +25.1% | +19.6% |
| YTD | +16.7% | +1.6% | +15.1% | +15.8% |
| 1Y | +33.8% | +25.5% | +8.3% | +23.6% |
| 3Y | +54.2% | +49.3% | +4.9% | +31.9% |
| 5Y | +176.4% | +46.7% | +129.7% | +138.0% |
| All | +176.4% | +46.9% | +129.5% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling