+493.1%
VRTX vs IP
+31.6%
+461.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | -0.4% | -3.0% | +2.6% | +0.2% |
| 30D | +8.0% | +10.6% | -2.6% | +5.9% |
| 3M | +11.0% | -13.6% | +24.6% | +14.1% |
| 6M | +28.2% | +10.4% | +17.7% | +25.0% |
| YTD | +21.5% | -6.5% | +28.0% | +21.5% |
| 1Y | +34.5% | -2.1% | +36.7% | +33.3% |
| 3Y | +49.5% | +22.0% | +27.5% | +36.0% |
| 5Y | +188.3% | -9.7% | +198.0% | +178.6% |
| 10Y | +493.1% | +26.8% | +466.3% | +385.6% |
| All | +493.1% | +31.6% | +461.5% | +385.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling