+426.7%
VRTX vs PNR
+66.2%
+360.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -5.6% | -6.0% | +0.4% | -4.1% |
| 30D | -2.0% | -14.0% | +12.0% | +1.7% |
| 3M | +15.8% | -21.7% | +37.5% | +22.3% |
| 6M | +4.7% | -37.3% | +42.0% | +16.6% |
| YTD | +13.7% | -45.1% | +58.8% | +30.8% |
| 1Y | +29.7% | -49.1% | +78.8% | +52.2% |
| 3Y | +48.4% | -14.8% | +63.3% | +48.5% |
| 5Y | +173.3% | -21.0% | +194.4% | +173.7% |
| All | +426.7% | +66.2% | +360.6% | +282.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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