+184.1%
VRTX vs PPL
+39.5%
+144.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.3% |
| 3M | +23.6% | +0.7% | +23.0% | +23.2% |
| 6M | +14.3% | -7.6% | +21.9% | +17.1% |
| YTD | +20.5% | +1.8% | +18.6% | +19.3% |
| 1Y | +37.6% | -0.8% | +38.3% | +37.3% |
| 3Y | +55.5% | +56.9% | -1.3% | +29.8% |
| All | +184.1% | +39.5% | +144.6% | +143.8% |
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 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