+474.5%
VRTX vs IT
+88.3%
+386.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +3.2% | -7.5% | +10.7% | +5.1% |
| 30D | +7.4% | -1.2% | +8.6% | +7.4% |
| 3M | +4.6% | -2.2% | +6.8% | +4.2% |
| 6M | +27.5% | +19.1% | +8.4% | +19.0% |
| YTD | +20.9% | -25.1% | +46.0% | +26.6% |
| 1Y | +30.1% | -17.4% | +47.5% | +32.3% |
| 3Y | +46.6% | -54.1% | +100.7% | +74.3% |
| 5Y | +191.6% | -42.7% | +234.2% | +218.8% |
| 10Y | +474.5% | +88.1% | +386.4% | +322.1% |
| All | +474.5% | +88.3% | +386.3% | +322.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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