+494.6%
VRTX vs P
+686.0%
-191.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.6% |
| 7D | -0.4% | -4.7% | +4.3% | 0.0% |
| 30D | +7.9% | -31.4% | +39.3% | +11.8% |
| 3M | +3.3% | -2.6% | +5.9% | +2.3% |
| 6M | +25.7% | +21.9% | +3.8% | +20.1% |
| YTD | +20.7% | +58.9% | -38.3% | +10.6% |
| 1Y | +27.4% | +21.7% | +5.7% | +19.5% |
| 3Y | +46.4% | +193.3% | -146.9% | +13.5% |
| 5Y | +194.3% | +275.1% | -80.8% | +111.1% |
| 10Y | +494.6% | +655.3% | -160.7% | +270.1% |
| All | +494.6% | +686.0% | -191.4% | +270.1% |
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