+184.6%
VRTX vs P
+247.4%
-62.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.7% |
| 7D | -2.1% | -23.8% | +21.7% | -1.1% |
| 30D | +8.2% | -36.6% | +44.8% | +10.1% |
| 3M | +13.0% | +10.9% | +2.2% | +11.6% |
| 6M | +27.9% | +30.0% | -2.1% | +24.6% |
| YTD | +20.7% | +44.4% | -23.7% | +16.4% |
| 1Y | +31.4% | +3.9% | +27.5% | +28.7% |
| 3Y | +41.8% | +176.6% | -134.8% | +22.9% |
| All | +184.6% | +247.4% | -62.8% | +134.1% |
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 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