+152.5%
VRTX vs PL
+45.6%
+106.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +3.2% | +5.6% | -2.4% | +2.9% |
| 30D | +7.4% | -16.9% | +24.4% | +8.1% |
| 3M | +4.6% | -38.2% | +42.8% | +6.3% |
| 6M | +27.5% | -63.4% | +90.9% | +31.8% |
| YTD | +20.9% | -27.6% | +48.5% | +20.1% |
| 1Y | +30.1% | +6.6% | +23.5% | +26.5% |
| 3Y | +46.6% | +557.6% | -511.0% | +24.1% |
| 5Y | +191.6% | +39.5% | +152.1% | +147.0% |
| All | +152.5% | +45.6% | +106.9% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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