+37.6%
VRTX vs PBR
+70.4%
-32.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.4% |
| 7D | +0.8% | +8.6% | -7.8% | +2.1% |
| 30D | +12.6% | +12.8% | -0.2% | +14.7% |
| 3M | +23.6% | +14.7% | +9.0% | +26.7% |
| 6M | +14.3% | +25.2% | -10.9% | +17.7% |
| YTD | +20.5% | +77.1% | -56.7% | +27.9% |
| 1Y | +37.6% | +69.6% | -32.0% | +46.4% |
| All | +37.6% | +70.4% | -32.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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