+54.2%
VRTX vs IT
-51.4%
+105.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.3% | -1.6% |
| 7D | -3.4% | -9.1% | +5.7% | -1.5% |
| 30D | +6.6% | -7.0% | +13.6% | +8.1% |
| 3M | +19.4% | +7.6% | +11.8% | +16.3% |
| 6M | +15.8% | +2.1% | +13.7% | +13.5% |
| YTD | +16.7% | -31.6% | +48.3% | +29.2% |
| 1Y | +33.8% | -29.9% | +63.7% | +45.5% |
| 3Y | +54.2% | -51.3% | +105.4% | +102.2% |
| All | +54.2% | -51.4% | +105.5% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling