+494.6%
VRTX vs PEG
+161.7%
+332.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -0.4% | +1.5% | -1.8% | -0.8% |
| 30D | +7.9% | +5.0% | +2.9% | +6.4% |
| 3M | +3.3% | -0.3% | +3.6% | +3.3% |
| 6M | +25.7% | -2.7% | +28.4% | +26.4% |
| YTD | +20.7% | -5.1% | +25.7% | +22.0% |
| 1Y | +27.4% | -8.3% | +35.7% | +30.2% |
| 3Y | +46.4% | +33.0% | +13.4% | +31.4% |
| 5Y | +194.3% | +41.3% | +153.0% | +157.0% |
| 10Y | +494.6% | +164.5% | +330.1% | +329.5% |
| All | +494.6% | +161.7% | +332.9% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling