+426.7%
VRTX vs PPG
+26.9%
+399.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -5.6% | -6.2% | +0.6% | -4.0% |
| 30D | -2.0% | -7.9% | +6.0% | +0.2% |
| 3M | +15.8% | -10.2% | +26.0% | +19.0% |
| 6M | +4.7% | +2.7% | +2.0% | +3.3% |
| YTD | +13.7% | +4.9% | +8.8% | +11.4% |
| 1Y | +29.7% | -3.2% | +32.9% | +29.7% |
| 3Y | +48.4% | -17.0% | +65.4% | +53.1% |
| 5Y | +173.3% | -23.3% | +196.7% | +182.1% |
| All | +426.7% | +26.9% | +399.8% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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