+12,056.2%
VRTX vs GSK
+936.9%
+11,119.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.4% |
| 7D | -0.4% | -1.1% | +0.7% | +0.1% |
| 30D | +7.9% | +7.8% | +0.1% | +4.3% |
| 3M | +3.3% | +0.3% | +3.0% | +3.0% |
| 6M | +25.7% | +3.4% | +22.3% | +23.6% |
| YTD | +20.7% | +5.9% | +14.8% | +16.9% |
| 1Y | +27.4% | +8.2% | +19.2% | +22.3% |
| 3Y | +46.4% | +65.3% | -18.9% | +13.9% |
| 5Y | +194.3% | +43.3% | +151.0% | +139.8% |
| 10Y | +494.6% | +102.9% | +391.7% | +312.2% |
| All | +12,056.2% | +936.9% | +11,119.4% | +5,424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling