+56.8%
VRTX vs KEY
+122.6%
-65.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +0.8% | +2.2% | -1.4% | +0.5% |
| 30D | +12.6% | -3.0% | +15.7% | +13.0% |
| 3M | +23.6% | +3.3% | +20.3% | +23.0% |
| 6M | +14.3% | +9.2% | +5.1% | +12.8% |
| YTD | +20.5% | +10.6% | +9.8% | +18.5% |
| 1Y | +37.6% | +20.4% | +17.2% | +33.8% |
| All | +56.8% | +122.6% | -65.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling