+395.6%
VRTX vs P
+449.6%
-54.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.4% | +15.2% | +0.6% |
| 7D | +0.5% | -31.9% | +32.4% | +4.6% |
| 30D | +8.0% | -36.5% | +44.5% | +13.0% |
| 3M | +11.9% | +11.6% | +0.3% | +8.8% |
| 6M | +27.8% | +25.2% | +2.6% | +21.3% |
| YTD | +19.7% | +39.4% | -19.8% | +11.2% |
| 1Y | +30.1% | -3.7% | +33.8% | +25.5% |
| 3Y | +44.2% | +167.3% | -123.1% | +13.0% |
| 5Y | +181.3% | +237.3% | -56.0% | +105.1% |
| 10Y | +587.1% | +698.6% | -111.6% | +302.8% |
| All | +395.6% | +449.6% | -54.0% | +194.3% |
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