+494.6%
VRTX vs KEY
+107.2%
+387.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +7.9% | +6.7% | +1.2% | +6.9% |
| 3M | +3.3% | -4.6% | +7.9% | +3.9% |
| 6M | +25.7% | +2.6% | +23.1% | +25.1% |
| YTD | +20.7% | +7.0% | +13.7% | +19.2% |
| 1Y | +27.4% | +23.5% | +4.0% | +23.3% |
| 3Y | +46.4% | +126.4% | -80.0% | +27.9% |
| 5Y | +194.3% | +13.0% | +181.3% | +179.4% |
| 10Y | +494.6% | +99.5% | +395.1% | +393.2% |
| All | +494.6% | +107.2% | +387.4% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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