+495.5%
VRTX vs P
+652.6%
-157.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +3.2% | -13.3% | +16.5% | +4.6% |
| 30D | +7.4% | -34.0% | +41.4% | +11.8% |
| 3M | +4.6% | +4.1% | +0.5% | +2.7% |
| 6M | +27.5% | +30.5% | -3.0% | +20.5% |
| YTD | +20.9% | +52.2% | -31.3% | +11.3% |
| 1Y | +30.1% | +10.3% | +19.8% | +23.5% |
| 3Y | +46.6% | +180.9% | -134.2% | +14.2% |
| 5Y | +191.6% | +259.7% | -68.1% | +110.1% |
| All | +495.5% | +652.6% | -157.1% | +272.5% |
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