+184.1%
VRTX vs PR
+433.6%
-249.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | +0.8% | +2.9% | -2.1% | +0.7% |
| 30D | +12.6% | +18.0% | -5.4% | +11.8% |
| 3M | +23.6% | +16.9% | +6.8% | +22.6% |
| 6M | +14.3% | +28.2% | -13.9% | +12.6% |
| YTD | +20.5% | +69.3% | -48.9% | +16.7% |
| 1Y | +37.6% | +69.5% | -31.9% | +33.2% |
| 3Y | +55.5% | +81.7% | -26.1% | +48.4% |
| All | +184.1% | +433.6% | -249.5% | +153.0% |
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