+181.2%
VRTX vs INDA
+6.8%
+174.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.5% |
| 7D | -3.4% | -1.0% | -2.4% | -3.0% |
| 30D | +6.6% | -2.5% | +9.2% | +7.8% |
| 3M | +19.4% | +4.0% | +15.4% | +17.6% |
| 6M | +15.8% | -1.8% | +17.6% | +16.5% |
| YTD | +16.7% | -9.2% | +25.8% | +21.1% |
| 1Y | +33.8% | -7.2% | +41.0% | +37.5% |
| 3Y | +54.2% | +9.8% | +44.3% | +46.3% |
| All | +181.2% | +6.8% | +174.4% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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