+361.5%
VRTX vs IR
+282.2%
+79.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.8% |
| 7D | -3.4% | +0.6% | -4.1% | -3.6% |
| 30D | +6.6% | -13.6% | +20.2% | +9.9% |
| 3M | +19.4% | +3.7% | +15.7% | +18.1% |
| 6M | +15.8% | -13.1% | +28.9% | +18.7% |
| YTD | +16.7% | -5.1% | +21.8% | +17.1% |
| 1Y | +33.8% | -6.5% | +40.3% | +34.5% |
| 3Y | +54.2% | +8.5% | +45.7% | +47.3% |
| 5Y | +176.4% | +43.3% | +133.1% | +143.9% |
| All | +361.5% | +282.2% | +79.4% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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