+456.3%
VRTX vs PEG
+139.0%
+317.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | -0.5% | -1.7% | +1.2% | -0.1% |
| 3M | +16.9% | -6.8% | +23.7% | +19.2% |
| 6M | +13.1% | -11.4% | +24.4% | +16.8% |
| YTD | +14.9% | -7.2% | +22.2% | +17.1% |
| 1Y | +31.4% | -6.1% | +37.6% | +33.1% |
| 3Y | +51.9% | +31.8% | +20.1% | +37.1% |
| 5Y | +177.1% | +35.6% | +141.5% | +145.7% |
| 10Y | +456.3% | +148.7% | +307.6% | +321.6% |
| All | +456.3% | +139.0% | +317.3% | +321.6% |
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