+188.3%
VRTX vs PENG
+56.2%
+132.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.6% | +0.4% |
| 7D | -0.4% | -3.8% | +3.4% | -0.5% |
| 30D | +8.0% | -40.1% | +48.1% | +9.8% |
| 3M | +11.0% | -21.8% | +32.8% | +11.2% |
| 6M | +28.2% | +3.3% | +24.8% | +23.6% |
| YTD | +21.5% | +133.6% | -112.1% | +8.8% |
| 1Y | +34.5% | +110.7% | -76.2% | +21.3% |
| 3Y | +49.5% | +204.3% | -154.8% | +27.1% |
| 5Y | +188.3% | +54.4% | +133.9% | +148.9% |
| All | +188.3% | +56.2% | +132.1% | +148.9% |
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