+186.5%
VRTX vs GTLB
-50.8%
+237.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.4% |
| 7D | -6.4% | -6.6% | +0.2% | -6.1% |
| 30D | -0.5% | +13.7% | -14.3% | -1.2% |
| 3M | +16.9% | +52.9% | -36.0% | +14.5% |
| 6M | +13.1% | +88.5% | -75.4% | +9.4% |
| YTD | +14.9% | +23.4% | -8.5% | +13.4% |
| 1Y | +31.4% | -3.8% | +35.3% | +31.1% |
| 3Y | +51.9% | -11.5% | +63.4% | +50.4% |
| All | +186.5% | -50.8% | +237.3% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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