+31.4%
VRTX vs PPL
+1.2%
+30.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.9% |
| 3M | +13.0% | +4.3% | +8.8% | +11.8% |
| 6M | +27.9% | -1.3% | +29.3% | +28.3% |
| YTD | +20.7% | +4.7% | +16.0% | +21.0% |
| 1Y | +31.4% | +1.3% | +30.2% | +34.5% |
| All | +31.4% | +1.2% | +30.2% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling