+189.7%
VRTX vs P
+286.6%
-96.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -0.9% |
| 7D | 0.0% | +17.8% | -17.8% | -0.7% |
| 30D | +11.8% | -29.9% | +41.7% | +13.3% |
| 3M | +3.2% | -1.2% | +4.4% | +2.6% |
| 6M | +21.0% | +32.1% | -11.1% | +18.1% |
| YTD | +19.7% | +64.3% | -44.6% | +14.9% |
| 1Y | +25.0% | +24.3% | +0.7% | +21.2% |
| 3Y | +45.2% | +203.2% | -158.0% | +25.8% |
| 5Y | +189.7% | +290.4% | -100.7% | +137.6% |
| All | +189.7% | +286.6% | -96.9% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling