+702.4%
VRTX vs IBB
+560.8%
+141.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.1% |
| 7D | +0.8% | +1.4% | -0.6% | -0.8% |
| 30D | +12.6% | +10.5% | +2.2% | +0.2% |
| 3M | +23.6% | +23.6% | 0.0% | -3.4% |
| 6M | +14.3% | +22.6% | -8.3% | -10.3% |
| YTD | +20.5% | +25.7% | -5.2% | -8.0% |
| 1Y | +37.6% | +51.4% | -13.8% | -15.6% |
| 3Y | +55.5% | +64.4% | -8.8% | -15.8% |
| 5Y | +175.7% | +22.1% | +153.6% | +100.7% |
| 10Y | +474.2% | +132.5% | +341.7% | +78.8% |
| All | +702.4% | +560.8% | +141.6% | -3.5% |
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