+557.4%
VRTX vs IP
+26.3%
+531.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -2.1% | -5.1% | +2.9% | -1.1% |
| 30D | +8.2% | +8.5% | -0.3% | +6.5% |
| 3M | +13.0% | -13.8% | +26.9% | +16.2% |
| 6M | +27.9% | +5.7% | +22.2% | +25.8% |
| YTD | +20.7% | -9.1% | +29.8% | +21.4% |
| 1Y | +31.4% | -0.8% | +32.3% | +29.8% |
| 3Y | +41.8% | +14.8% | +27.0% | +30.6% |
| 5Y | +183.7% | -11.5% | +195.2% | +175.0% |
| All | +557.4% | +26.3% | +531.1% | +323.0% |
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