+27.4%
VRTX vs P
+17.1%
+10.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | 0.0% |
| 7D | -0.4% | -4.7% | +4.3% | -0.5% |
| 30D | +7.9% | -31.4% | +39.3% | +6.5% |
| 3M | +3.3% | -2.6% | +5.9% | +3.1% |
| 6M | +25.7% | +21.9% | +3.8% | +26.7% |
| YTD | +20.7% | +58.9% | -38.3% | +23.9% |
| 1Y | +27.4% | +21.7% | +5.7% | +26.5% |
| All | +27.4% | +17.1% | +10.3% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling