+54.2%
VRTX vs PSA
+24.4%
+29.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.1% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +6.6% | -8.2% | +14.8% | +9.5% |
| 3M | +19.4% | -2.1% | +21.5% | +20.1% |
| 6M | +15.8% | -0.2% | +16.0% | +15.5% |
| YTD | +16.7% | +18.5% | -1.8% | +9.8% |
| 1Y | +33.8% | +6.6% | +27.2% | +30.3% |
| 3Y | +54.2% | +24.5% | +29.7% | +48.4% |
| All | +54.2% | +24.4% | +29.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling