+41.8%
VRTX vs IR
+27.4%
+14.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -2.1% | +3.7% | -5.8% | -2.8% |
| 30D | +8.2% | +7.4% | +0.8% | +6.7% |
| 3M | +13.0% | -5.9% | +19.0% | +14.1% |
| 6M | +27.9% | +5.6% | +22.4% | +26.0% |
| YTD | +20.7% | +4.8% | +15.8% | +19.0% |
| 1Y | +31.4% | +6.9% | +24.5% | +29.1% |
| 3Y | +41.8% | +27.6% | +14.3% | +42.3% |
| All | +41.8% | +27.4% | +14.4% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling