+30.1%
VRTX vs IT
-18.2%
+48.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +3.2% | -7.5% | +10.7% | +4.0% |
| 30D | +7.4% | -1.2% | +8.6% | +7.8% |
| 3M | +4.6% | -2.2% | +6.8% | +4.8% |
| 6M | +27.5% | +19.1% | +8.4% | +25.7% |
| YTD | +20.9% | -25.1% | +46.0% | +31.1% |
| 1Y | +30.1% | -17.4% | +47.5% | +35.2% |
| All | +30.1% | -18.2% | +48.3% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling