+177.1%
VRTX vs PNR
-20.5%
+197.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | -6.4% | -3.9% | -2.5% | -5.7% |
| 30D | -0.5% | -13.8% | +13.3% | +2.1% |
| 3M | +16.9% | -22.5% | +39.4% | +21.8% |
| 6M | +13.1% | -37.2% | +50.2% | +22.2% |
| YTD | +14.9% | -44.2% | +59.2% | +26.9% |
| 1Y | +31.4% | -46.6% | +78.1% | +46.3% |
| 3Y | +51.9% | -12.5% | +64.4% | +51.9% |
| 5Y | +177.1% | -19.3% | +196.4% | +159.5% |
| All | +177.1% | -20.5% | +197.5% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling