+12,036.0%
VRTX vs GSK
+922.3%
+11,113.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | +0.8% | -1.8% | +2.6% | +1.6% |
| 30D | +12.6% | -2.2% | +14.8% | +13.7% |
| 3M | +23.6% | -1.8% | +25.4% | +24.5% |
| 6M | +14.3% | -10.6% | +24.9% | +19.8% |
| YTD | +20.5% | +4.4% | +16.0% | +17.6% |
| 1Y | +37.6% | +30.4% | +7.2% | +21.2% |
| 3Y | +55.5% | +60.1% | -4.5% | +22.6% |
| 5Y | +175.7% | +46.8% | +129.0% | +122.3% |
| 10Y | +474.2% | +79.2% | +395.0% | +321.1% |
| All | +12,036.0% | +922.3% | +11,113.7% | +5,456.4% |
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