+26.4%
VRTX vs IRE
-98.1%
+124.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.4% | +13.6% | -0.9% |
| 7D | -1.6% | -31.8% | +30.3% | -1.9% |
| 30D | +8.0% | -71.8% | +79.8% | +7.0% |
| 3M | +4.3% | -88.9% | +93.2% | +2.5% |
| 6M | +18.9% | -95.4% | +114.2% | +16.8% |
| YTD | +18.8% | -94.2% | +113.0% | +17.1% |
| 1Y | +24.0% | -97.1% | +121.0% | +21.2% |
| All | +26.4% | -98.1% | +124.5% | +23.2% |
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