+181.3%
VRTX vs PR
+225.6%
-44.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.0% |
| 7D | +0.5% | -16.5% | +17.0% | +1.3% |
| 30D | +8.0% | -4.5% | +12.5% | +8.1% |
| 3M | +11.9% | +8.5% | +3.4% | +11.3% |
| 6M | +27.8% | -3.3% | +31.2% | +27.8% |
| YTD | +19.7% | +55.7% | -36.0% | +16.0% |
| 1Y | +30.1% | +82.0% | -51.9% | +24.8% |
| 3Y | +44.2% | +62.5% | -18.2% | +37.7% |
| 5Y | +181.3% | +223.9% | -42.6% | +152.2% |
| All | +181.3% | +225.6% | -44.3% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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