+470.4%
VRTX vs IRM
+520.0%
-49.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.6% | +6.8% | -8.3% | -3.0% |
| 30D | +8.0% | +2.6% | +5.4% | +7.2% |
| 3M | +4.3% | -9.5% | +13.8% | +6.1% |
| 6M | +18.9% | -8.5% | +27.4% | +20.3% |
| YTD | +18.8% | +40.3% | -21.5% | +8.1% |
| 1Y | +24.0% | +28.7% | -4.7% | +15.0% |
| 3Y | +42.1% | +111.8% | -69.7% | +13.8% |
| 5Y | +187.6% | +189.1% | -1.5% | +109.5% |
| All | +470.4% | +520.0% | -49.6% | +241.8% |
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