+184.6%
VRTX vs PENG
+42.1%
+142.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.5% | +0.4% |
| 7D | -2.1% | -19.4% | +17.3% | -1.6% |
| 30D | +8.2% | -42.4% | +50.6% | +10.1% |
| 3M | +13.0% | -25.6% | +38.7% | +13.3% |
| 6M | +27.9% | +7.3% | +20.6% | +22.4% |
| YTD | +20.7% | +113.9% | -93.2% | +8.4% |
| 1Y | +31.4% | +93.6% | -62.1% | +18.9% |
| 3Y | +41.8% | +170.2% | -128.4% | +21.3% |
| All | +184.6% | +42.1% | +142.5% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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