+557.4%
VRTX vs P
+713.7%
-156.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.5% |
| 7D | -2.1% | -23.8% | +21.7% | +0.6% |
| 30D | +8.2% | -36.6% | +44.8% | +13.1% |
| 3M | +13.0% | +10.9% | +2.2% | +10.1% |
| 6M | +27.9% | +30.0% | -2.1% | +20.9% |
| YTD | +20.7% | +44.4% | -23.7% | +11.7% |
| 1Y | +31.4% | +3.9% | +27.5% | +25.6% |
| 3Y | +41.8% | +176.6% | -134.8% | +10.2% |
| 5Y | +183.7% | +249.3% | -65.6% | +104.2% |
| All | +557.4% | +713.7% | -156.3% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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