+494.6%
VRTX vs IRM
+514.0%
-19.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.5% |
| 7D | -0.4% | -5.3% | +4.9% | +0.7% |
| 30D | +7.9% | -2.3% | +10.2% | +8.2% |
| 3M | +3.3% | -7.4% | +10.7% | +4.5% |
| 6M | +25.7% | -12.2% | +37.9% | +28.4% |
| YTD | +20.7% | +38.6% | -18.0% | +10.1% |
| 1Y | +27.4% | +14.9% | +12.6% | +21.3% |
| 3Y | +46.4% | +108.2% | -61.8% | +17.6% |
| 5Y | +194.3% | +183.8% | +10.5% | +115.3% |
| 10Y | +494.6% | +512.6% | -18.0% | +255.7% |
| All | +494.6% | +514.0% | -19.4% | +255.7% |
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