+703.8%
VRTX vs IBB
+566.2%
+137.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -1.1% |
| 7D | -2.1% | -1.8% | -0.3% | -0.3% |
| 30D | +8.2% | +5.1% | +3.1% | +1.8% |
| 3M | +13.0% | +10.7% | +2.3% | -0.3% |
| 6M | +27.9% | +22.9% | +5.0% | -0.1% |
| YTD | +20.7% | +26.7% | -6.0% | -9.3% |
| 1Y | +31.4% | +35.1% | -3.7% | -8.3% |
| 3Y | +41.8% | +80.2% | -38.4% | -31.3% |
| 5Y | +183.7% | +37.8% | +145.8% | +78.4% |
| 10Y | +592.9% | +161.2% | +431.7% | +85.5% |
| All | +703.8% | +566.2% | +137.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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