+184.6%
VRTX vs PCOR
-19.6%
+204.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.1% | +22.7% | -24.8% | -4.2% |
| 30D | +8.2% | +37.5% | -29.3% | +4.7% |
| 3M | +13.0% | +35.2% | -22.2% | +9.5% |
| 6M | +27.9% | +42.2% | -14.3% | +22.8% |
| YTD | +20.7% | +3.6% | +17.1% | +18.8% |
| 1Y | +31.4% | -4.8% | +36.2% | +30.4% |
| 3Y | +41.8% | +48.3% | -6.5% | +32.7% |
| All | +184.6% | -19.6% | +204.2% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling