+1,387.3%
VRTX vs INDA
+122.4%
+1,264.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -0.4% | +3.1% | -3.5% | -1.8% |
| 30D | +7.9% | +11.3% | -3.4% | +2.5% |
| 3M | +3.3% | +3.0% | +0.3% | +1.8% |
| 6M | +25.7% | +6.5% | +19.2% | +21.9% |
| YTD | +20.7% | -4.6% | +25.2% | +22.9% |
| 1Y | +27.4% | -5.8% | +33.2% | +30.5% |
| 3Y | +46.4% | +16.8% | +29.6% | +34.4% |
| 5Y | +194.3% | +10.4% | +183.9% | +175.5% |
| 10Y | +494.6% | +116.8% | +377.8% | +277.7% |
| All | +1,387.3% | +122.4% | +1,264.9% | +838.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling