+40.6%
VRTX vs PL
+403.1%
-362.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.1% | +8.9% | -0.9% |
| 7D | +0.5% | -20.5% | +21.0% | +1.2% |
| 30D | +8.0% | -38.8% | +46.8% | +9.7% |
| 3M | +11.9% | -49.1% | +61.0% | +14.2% |
| 6M | +27.8% | -69.4% | +97.2% | +32.2% |
| YTD | +19.7% | -42.3% | +62.0% | +19.8% |
| 1Y | +30.1% | -14.2% | +44.3% | +27.6% |
| All | +40.6% | +403.1% | -362.5% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling