+12,036.0%
VRTX vs PNR
+2,814.0%
+9,222.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.5% |
| 30D | +12.6% | -12.8% | +25.4% | +17.3% |
| 3M | +23.6% | -17.0% | +40.6% | +29.9% |
| 6M | +14.3% | -37.4% | +51.7% | +30.4% |
| YTD | +20.5% | -41.6% | +62.1% | +40.0% |
| 1Y | +37.6% | -44.6% | +82.2% | +62.5% |
| 3Y | +55.5% | -12.1% | +67.7% | +55.0% |
| 5Y | +175.7% | -17.4% | +193.1% | +173.0% |
| 10Y | +474.2% | +64.0% | +410.2% | +329.3% |
| All | +12,036.0% | +2,814.0% | +9,222.0% | +4,262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling