+188.3%
VRTX vs IBN
+70.2%
+118.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -0.4% | +14.6% | -15.0% | -4.4% |
| 30D | +8.0% | +23.5% | -15.5% | +1.3% |
| 3M | +11.0% | +14.0% | -3.0% | +6.6% |
| 6M | +28.2% | +31.1% | -3.0% | +18.1% |
| YTD | +21.5% | +16.6% | +4.9% | +15.5% |
| 1Y | +34.5% | +14.9% | +19.6% | +28.4% |
| 3Y | +49.5% | +56.9% | -7.4% | +28.2% |
| 5Y | +188.3% | +69.7% | +118.6% | +135.9% |
| All | +188.3% | +70.2% | +118.0% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling