+470.4%
VRTX vs PNR
+99.2%
+371.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +8.0% | +31.7% | -23.7% | +0.9% |
| 3M | +4.3% | +2.6% | +1.7% | +3.3% |
| 6M | +18.9% | -6.4% | +25.3% | +19.7% |
| YTD | +18.8% | -33.4% | +52.2% | +29.6% |
| 1Y | +24.0% | -35.1% | +59.0% | +36.1% |
| 3Y | +42.1% | +17.1% | +25.1% | +31.0% |
| 5Y | +187.6% | -3.5% | +191.1% | +173.8% |
| All | +470.4% | +99.2% | +371.2% | +310.5% |
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