+56.8%
VRTX vs PPL
+57.3%
-0.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.8% | +2.7% | -1.8% | +0.1% |
| 30D | +12.6% | +0.5% | +12.2% | +12.4% |
| 3M | +23.6% | +0.7% | +23.0% | +23.3% |
| 6M | +14.3% | -7.6% | +21.9% | +16.5% |
| YTD | +20.5% | +1.8% | +18.6% | +19.7% |
| 1Y | +37.6% | -0.8% | +38.3% | +37.5% |
| All | +56.8% | +57.3% | -0.4% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling