+28.3%
VRTX vs IRE
-97.2%
+125.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +39.6% | -38.7% | +1.3% |
| 7D | -2.1% | -27.2% | +25.1% | -2.3% |
| 30D | +8.2% | -75.1% | +83.3% | +7.1% |
| 3M | +13.0% | -77.9% | +90.9% | +11.9% |
| 6M | +27.9% | -94.6% | +122.5% | +26.2% |
| YTD | +20.7% | -91.5% | +112.2% | +19.4% |
| 1Y | +31.4% | -97.8% | +129.3% | +27.7% |
| All | +28.3% | -97.2% | +125.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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