+397.4%
VRTX vs KEYS
+1,086.4%
-689.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | -6.4% | +2.9% | -9.3% | -7.3% |
| 30D | -0.5% | -1.3% | +0.8% | -0.5% |
| 3M | +16.9% | -0.1% | +17.0% | +15.2% |
| 6M | +13.1% | +17.4% | -4.3% | +4.8% |
| YTD | +14.9% | +62.9% | -48.0% | -5.9% |
| 1Y | +31.4% | +95.7% | -64.3% | +0.3% |
| 3Y | +51.9% | +150.2% | -98.3% | +2.3% |
| 5Y | +177.1% | +83.1% | +94.0% | +103.4% |
| 10Y | +456.3% | +1,020.9% | -564.7% | +62.8% |
| All | +397.4% | +1,086.4% | -689.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 all: compounded portfolio wealth divided by compounded KEYS 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…
all analysis · Full analysis span regression · 6 months rolling