+188.2%
VRTX vs PPL
+47.4%
+140.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | +8.0% | +2.6% | +5.4% | +7.1% |
| 3M | +4.3% | +0.8% | +3.5% | +3.9% |
| 6M | +18.9% | +1.4% | +17.5% | +18.0% |
| YTD | +18.8% | +4.3% | +14.5% | +16.6% |
| 1Y | +24.0% | +0.8% | +23.2% | +23.1% |
| 3Y | +42.1% | +57.9% | -15.8% | +18.3% |
| All | +188.2% | +47.4% | +140.8% | +150.4% |
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