+176.4%
VRTX vs IBN
+56.7%
+119.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -2.4% |
| 7D | -3.4% | -2.2% | -1.2% | -2.8% |
| 30D | +6.6% | -2.3% | +8.9% | +7.3% |
| 3M | +19.4% | +15.9% | +3.5% | +14.6% |
| 6M | +15.8% | +5.6% | +10.2% | +13.9% |
| YTD | +16.7% | -0.1% | +16.7% | +16.3% |
| 1Y | +33.8% | -6.5% | +40.4% | +35.6% |
| 3Y | +54.2% | +29.3% | +24.9% | +41.7% |
| 5Y | +176.4% | +56.6% | +119.8% | +134.8% |
| All | +176.4% | +56.7% | +119.6% | +134.8% |
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