+456.3%
VRTX vs IRM
+418.7%
+37.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | -6.4% | +3.0% | -9.4% | -7.0% |
| 30D | -0.5% | -5.2% | +4.7% | +0.5% |
| 3M | +16.9% | -8.0% | +24.9% | +18.6% |
| 6M | +13.1% | +9.2% | +3.9% | +9.8% |
| YTD | +14.9% | +41.0% | -26.0% | +5.0% |
| 1Y | +31.4% | +23.3% | +8.2% | +23.3% |
| 3Y | +51.9% | +102.8% | -50.9% | +23.8% |
| 5Y | +177.1% | +192.8% | -15.7% | +103.2% |
| 10Y | +456.3% | +439.6% | +16.6% | +250.4% |
| All | +456.3% | +418.7% | +37.6% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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