+398.9%
VRTX vs P
+485.4%
-86.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | +0.8% | +6.5% | -5.7% | 0.0% |
| 30D | +12.6% | +18.8% | -6.2% | +9.9% |
| 3M | +23.6% | +26.7% | -3.1% | +19.1% |
| 6M | +14.3% | +62.2% | -47.9% | +5.8% |
| YTD | +20.5% | +48.5% | -28.0% | +12.3% |
| 1Y | +37.6% | +26.4% | +11.2% | +29.0% |
| 3Y | +55.5% | +159.4% | -103.9% | +24.1% |
| 5Y | +175.7% | +275.8% | -100.0% | +99.9% |
| 10Y | +474.2% | +732.0% | -257.8% | +238.2% |
| All | +398.9% | +485.4% | -86.4% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling