+456.3%
VRTX vs IBN
+312.2%
+144.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.1% |
| 7D | -6.4% | -5.1% | -1.3% | -5.3% |
| 30D | -0.5% | -3.5% | +3.0% | +0.2% |
| 3M | +16.9% | +11.3% | +5.6% | +14.2% |
| 6M | +13.1% | +4.4% | +8.6% | +11.9% |
| YTD | +14.9% | -1.8% | +16.7% | +15.2% |
| 1Y | +31.4% | -8.0% | +39.4% | +33.4% |
| 3Y | +51.9% | +27.1% | +24.8% | +43.2% |
| 5Y | +177.1% | +54.5% | +122.6% | +148.5% |
| 10Y | +456.3% | +314.2% | +142.0% | +283.1% |
| All | +456.3% | +312.2% | +144.1% | +283.1% |
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