+1,364.4%
VRTX vs INDA
+121.8%
+1,242.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.6% | +1.1% | -2.7% | -2.1% |
| 30D | +8.0% | +9.4% | -1.3% | +3.6% |
| 3M | +4.3% | +2.9% | +1.3% | +2.8% |
| 6M | +18.9% | +7.2% | +11.6% | +14.9% |
| YTD | +18.8% | -4.8% | +23.6% | +21.2% |
| 1Y | +24.0% | -5.1% | +29.0% | +26.5% |
| 3Y | +42.1% | +16.7% | +25.5% | +30.5% |
| 5Y | +187.6% | +8.8% | +178.8% | +171.1% |
| 10Y | +485.4% | +116.2% | +369.2% | +272.4% |
| All | +1,364.4% | +121.8% | +1,242.6% | +825.3% |
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