+11,868.9%
VRTX vs PEG
+3,017.0%
+8,851.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -1.2% |
| 7D | -1.6% | +4.5% | -6.1% | -3.1% |
| 30D | +8.0% | +7.5% | +0.5% | +5.3% |
| 3M | +4.3% | +0.8% | +3.4% | +3.8% |
| 6M | +18.9% | 0.0% | +18.9% | +18.5% |
| YTD | +18.8% | -3.0% | +21.8% | +19.4% |
| 1Y | +24.0% | -4.7% | +28.7% | +25.3% |
| 3Y | +42.1% | +36.5% | +5.7% | +24.7% |
| 5Y | +187.6% | +44.4% | +143.2% | +144.7% |
| 10Y | +485.4% | +170.2% | +315.2% | +281.4% |
| All | +11,868.9% | +3,017.0% | +8,851.9% | +3,556.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling