+827.9%
VRTX vs PBR
+1,864.5%
-1,036.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -3.9% |
| 7D | -3.4% | +2.5% | -5.9% | -3.9% |
| 30D | +6.6% | +19.4% | -12.8% | +2.8% |
| 3M | +19.4% | +20.8% | -1.4% | +14.5% |
| 6M | +15.8% | +23.5% | -7.7% | +9.9% |
| YTD | +16.7% | +83.4% | -66.7% | +1.9% |
| 1Y | +33.8% | +77.6% | -43.7% | +17.3% |
| 3Y | +54.2% | +99.9% | -45.7% | +29.2% |
| 5Y | +176.4% | +567.7% | -391.3% | +70.7% |
| 10Y | +443.5% | +621.5% | -178.0% | +180.9% |
| All | +827.9% | +1,864.5% | -1,036.6% | +130.6% |
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 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