+456.3%
VRTX vs IT
+88.4%
+367.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -6.4% | -9.1% | +2.7% | -4.2% |
| 30D | -0.5% | -12.2% | +11.6% | +2.5% |
| 3M | +16.9% | +7.8% | +9.1% | +13.1% |
| 6M | +13.1% | +2.0% | +11.1% | +9.9% |
| YTD | +14.9% | -32.7% | +47.7% | +24.5% |
| 1Y | +31.4% | -31.1% | +62.5% | +40.4% |
| 3Y | +51.9% | -52.1% | +104.0% | +79.0% |
| 5Y | +177.1% | -46.3% | +223.3% | +208.9% |
| 10Y | +456.3% | +91.4% | +364.9% | +313.3% |
| All | +456.3% | +88.4% | +367.8% | +313.3% |
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