+493.1%
VRTX vs P
+748.5%
-255.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | 0.0% |
| 7D | -0.4% | -9.6% | +9.2% | +0.4% |
| 30D | +8.0% | -33.4% | +41.4% | +12.3% |
| 3M | +11.0% | +14.2% | -3.2% | +7.8% |
| 6M | +28.2% | +31.6% | -3.4% | +21.1% |
| YTD | +21.5% | +53.5% | -32.0% | +11.8% |
| 1Y | +34.5% | +14.2% | +20.4% | +27.1% |
| 3Y | +49.5% | +190.5% | -141.0% | +15.8% |
| 5Y | +188.3% | +256.3% | -68.1% | +108.4% |
| 10Y | +493.1% | +707.9% | -214.8% | +257.3% |
| All | +493.1% | +748.5% | -255.4% | +257.3% |
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