+470.4%
VRTX vs P
+652.0%
-181.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.6% | +11.6% | -13.2% | -2.8% |
| 30D | +8.0% | -23.7% | +31.7% | +10.7% |
| 3M | +4.3% | -8.0% | +12.3% | +4.0% |
| 6M | +18.9% | +27.9% | -9.0% | +12.9% |
| YTD | +18.8% | +61.2% | -42.4% | +8.7% |
| 1Y | +24.0% | +28.6% | -4.7% | +15.4% |
| 3Y | +42.1% | +200.5% | -158.3% | +9.9% |
| 5Y | +187.6% | +282.9% | -95.4% | +105.8% |
| All | +470.4% | +652.0% | -181.6% | +253.9% |
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