+844.9%
VRTX vs PBR
+1,629.6%
-784.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.0% |
| 7D | -1.6% | -1.0% | -0.5% | -1.4% |
| 30D | +8.0% | -29.3% | +37.3% | +15.2% |
| 3M | +4.3% | +5.5% | -1.2% | +2.3% |
| 6M | +18.9% | -2.9% | +21.8% | +18.1% |
| YTD | +18.8% | +61.5% | -42.7% | +5.7% |
| 1Y | +24.0% | +46.9% | -22.9% | +12.3% |
| 3Y | +42.1% | +66.4% | -24.3% | +22.9% |
| 5Y | +187.6% | +460.3% | -272.7% | +83.8% |
| 10Y | +485.4% | +564.6% | -79.2% | +206.3% |
| All | +844.9% | +1,629.6% | -784.7% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling