+24.0%
VRTX vs IT
-15.8%
+39.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.6% | +1.1% | -2.6% | -1.7% |
| 30D | +8.0% | -1.8% | +9.9% | +8.5% |
| 3M | +4.3% | +4.8% | -0.5% | +4.0% |
| 6M | +18.9% | +33.0% | -14.1% | +16.3% |
| YTD | +18.8% | -23.8% | +42.6% | +28.4% |
| 1Y | +24.0% | -16.5% | +40.5% | +28.8% |
| All | +24.0% | -15.8% | +39.8% | +28.8% |
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