+37.6%
VRTX vs IP
-18.9%
+56.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | +0.8% | -5.3% | +6.1% | +1.6% |
| 30D | +12.6% | -10.9% | +23.5% | +14.4% |
| 3M | +23.6% | +11.2% | +12.5% | +21.8% |
| 6M | +14.3% | -10.2% | +24.5% | +15.3% |
| YTD | +20.5% | -2.0% | +22.4% | +20.7% |
| 1Y | +37.6% | -19.1% | +56.7% | +39.1% |
| All | +37.6% | -18.9% | +56.5% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling