+56.8%
VRTX vs PCOR
-14.4%
+71.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.1% | -1.7% |
| 7D | +0.8% | -9.0% | +9.8% | +1.6% |
| 30D | +12.6% | +4.2% | +8.5% | +12.2% |
| 3M | +23.6% | +14.4% | +9.2% | +21.8% |
| 6M | +14.3% | +0.2% | +14.1% | +13.5% |
| YTD | +20.5% | -20.3% | +40.7% | +21.9% |
| 1Y | +37.6% | -16.1% | +53.7% | +38.3% |
| All | +56.8% | -14.4% | +71.2% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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