+12,100.9%
VRTX vs IP
+243.5%
+11,857.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.0% |
| 7D | +3.7% | +3.4% | +0.3% | +2.7% |
| 30D | +9.0% | +11.2% | -2.2% | +5.8% |
| 3M | +14.7% | -14.8% | +29.5% | +19.7% |
| 6M | +27.7% | +17.3% | +10.4% | +20.9% |
| YTD | +21.1% | -6.2% | +27.3% | +20.7% |
| 1Y | +30.2% | +2.3% | +27.9% | +26.4% |
| 3Y | +45.9% | +17.7% | +28.3% | +30.3% |
| 5Y | +182.7% | -8.4% | +191.1% | +166.6% |
| 10Y | +595.3% | +32.1% | +563.3% | +449.0% |
| All | +12,100.9% | +243.5% | +11,857.4% | +7,025.8% |
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