+494.6%
VRTX vs IBN
+389.8%
+104.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.4% | +11.1% | -11.5% | -2.6% |
| 30D | +7.9% | +23.9% | -16.0% | +3.1% |
| 3M | +3.3% | +16.3% | -13.0% | 0.0% |
| 6M | +25.7% | +34.2% | -8.5% | +18.1% |
| YTD | +20.7% | +17.6% | +3.1% | +16.3% |
| 1Y | +27.4% | +13.8% | +13.6% | +23.7% |
| 3Y | +46.4% | +57.0% | -10.6% | +32.4% |
| 5Y | +194.3% | +75.3% | +119.0% | +158.4% |
| 10Y | +494.6% | +388.7% | +105.9% | +323.9% |
| All | +494.6% | +389.8% | +104.8% | +323.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling