+1,391.5%
VRTX vs GWRE
+793.8%
+597.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.7% | -1.1% |
| 7D | -3.4% | -25.6% | +22.1% | +3.4% |
| 30D | +6.6% | -12.2% | +18.8% | +9.2% |
| 3M | +19.4% | +17.7% | +1.7% | +12.2% |
| 6M | +15.8% | -11.3% | +27.2% | +15.2% |
| YTD | +16.7% | -25.5% | +42.2% | +21.1% |
| 1Y | +33.8% | -42.8% | +76.6% | +49.6% |
| 3Y | +54.2% | +59.0% | -4.8% | +19.5% |
| 5Y | +176.4% | +21.6% | +154.8% | +126.5% |
| 10Y | +443.5% | +139.2% | +304.3% | +222.9% |
| All | +1,391.5% | +793.8% | +597.7% | +707.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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