+11,955.6%
VRTX vs PPL
+1,894.6%
+10,060.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | +0.5% | +1.0% | -0.6% | +0.1% |
| 30D | +8.0% | +6.8% | +1.2% | +5.4% |
| 3M | +11.9% | +3.9% | +8.0% | +10.2% |
| 6M | +27.8% | -2.0% | +29.9% | +28.4% |
| YTD | +19.7% | +5.3% | +14.4% | +16.9% |
| 1Y | +30.1% | +2.2% | +27.9% | +28.4% |
| 3Y | +44.2% | +56.7% | -12.5% | +20.9% |
| 5Y | +181.3% | +49.1% | +132.2% | +138.1% |
| 10Y | +587.1% | +63.6% | +523.4% | +431.9% |
| All | +11,955.6% | +1,894.6% | +10,060.9% | +4,770.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling