+188.3%
VRTX vs PPL
+48.1%
+140.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.4% | -1.2% | +0.8% | 0.0% |
| 30D | +8.0% | +4.2% | +3.8% | +6.4% |
| 3M | +11.0% | +1.5% | +9.5% | +10.3% |
| 6M | +28.2% | +1.0% | +27.1% | +27.4% |
| YTD | +21.5% | +4.4% | +17.1% | +19.2% |
| 1Y | +34.5% | +0.8% | +33.8% | +33.6% |
| 3Y | +49.5% | +56.5% | -7.0% | +24.9% |
| 5Y | +188.3% | +47.7% | +140.6% | +149.6% |
| All | +188.3% | +48.1% | +140.2% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling