+557.4%
VRTX vs PPL
+62.0%
+495.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +8.2% | +5.4% | +2.7% | +6.5% |
| 3M | +13.0% | +4.3% | +8.8% | +11.5% |
| 6M | +27.9% | -1.3% | +29.3% | +28.2% |
| YTD | +20.7% | +4.7% | +16.0% | +18.7% |
| 1Y | +31.4% | +1.3% | +30.2% | +30.5% |
| 3Y | +41.8% | +57.2% | -15.4% | +23.1% |
| 5Y | +183.7% | +48.2% | +135.4% | +149.2% |
| All | +557.4% | +62.0% | +495.4% | +483.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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