+12,075.3%
VRTX vs GSK
+949.8%
+11,125.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +3.2% | +5.2% | -2.0% | +0.9% |
| 30D | +7.4% | +10.2% | -2.8% | +2.9% |
| 3M | +4.6% | -0.9% | +5.5% | +4.9% |
| 6M | +27.5% | +3.5% | +24.0% | +25.3% |
| YTD | +20.9% | +7.2% | +13.6% | +16.4% |
| 1Y | +30.1% | +12.0% | +18.1% | +23.0% |
| 3Y | +46.6% | +67.3% | -20.7% | +13.5% |
| 5Y | +191.6% | +45.3% | +146.3% | +136.2% |
| 10Y | +474.5% | +101.8% | +372.8% | +299.3% |
| All | +12,075.3% | +949.8% | +11,125.6% | +5,402.9% |
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