+12,036.0%
VRTX vs IP
+258.8%
+11,777.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.7% |
| 7D | +0.8% | -5.3% | +6.1% | +2.3% |
| 30D | +12.6% | -10.9% | +23.5% | +16.2% |
| 3M | +23.6% | +11.2% | +12.5% | +19.2% |
| 6M | +14.3% | -10.2% | +24.5% | +16.1% |
| YTD | +20.5% | -2.0% | +22.4% | +18.7% |
| 1Y | +37.6% | -19.1% | +56.7% | +42.3% |
| 3Y | +55.5% | +20.9% | +34.7% | +37.9% |
| 5Y | +175.7% | -17.8% | +193.6% | +168.8% |
| 10Y | +474.2% | +23.5% | +450.7% | +363.8% |
| All | +12,036.0% | +258.8% | +11,777.2% | +6,909.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling