+176.4%
VRTX vs ITW
+34.5%
+141.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -0.9% |
| 7D | -6.4% | -1.9% | -4.5% | -5.9% |
| 30D | -0.5% | -10.4% | +9.8% | +2.7% |
| 3M | +16.9% | +3.5% | +13.4% | +15.5% |
| 6M | +13.1% | -3.4% | +16.4% | +13.9% |
| YTD | +14.9% | +8.5% | +6.4% | +11.7% |
| 1Y | +31.4% | +3.2% | +28.2% | +29.6% |
| 3Y | +51.9% | +18.9% | +33.0% | +42.5% |
| All | +176.4% | +34.5% | +141.9% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 5y: compounded portfolio wealth divided by compounded ITW 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…
5y analysis · Full analysis span regression · 6 months rolling