+151.7%
VRTX vs PL
+84.9%
+66.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.1% |
| 7D | +0.8% | -9.3% | +10.1% | +1.2% |
| 30D | +12.6% | -18.9% | +31.6% | +13.5% |
| 3M | +23.6% | -58.4% | +82.0% | +27.5% |
| 6M | +14.3% | -30.3% | +44.6% | +14.6% |
| YTD | +20.5% | -8.1% | +28.6% | +18.8% |
| 1Y | +37.6% | +180.5% | -142.9% | +27.2% |
| 3Y | +55.5% | +444.1% | -388.6% | +33.5% |
| 5Y | +175.7% | +83.0% | +92.7% | +140.4% |
| All | +151.7% | +84.9% | +66.8% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling