+176.4%
VRTX vs PEG
+38.2%
+138.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -3.4% | +1.0% | -4.5% | -3.7% |
| 30D | +6.6% | -1.9% | +8.5% | +7.1% |
| 3M | +19.4% | -3.7% | +23.1% | +20.5% |
| 6M | +15.8% | -9.4% | +25.2% | +18.7% |
| YTD | +16.7% | -6.0% | +22.7% | +18.3% |
| 1Y | +33.8% | -4.4% | +38.2% | +34.7% |
| 3Y | +54.2% | +33.5% | +20.7% | +37.7% |
| 5Y | +176.4% | +35.7% | +140.6% | +144.8% |
| All | +176.4% | +38.2% | +138.1% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling