+50.1%
VRTX vs PBR
+97.2%
-47.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -6.4% | +0.3% | -6.7% | -6.4% |
| 30D | -0.5% | +17.5% | -18.1% | -0.5% |
| 3M | +16.9% | +20.9% | -4.0% | +17.0% |
| 6M | +13.1% | +20.2% | -7.2% | +12.7% |
| YTD | +14.9% | +84.3% | -69.3% | +12.0% |
| 1Y | +31.4% | +77.1% | -45.7% | +28.2% |
| All | +50.1% | +97.2% | -47.1% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling