+165.9%
VRTX vs PSKY
-78.1%
+244.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.6% |
| 7D | -2.0% | -24.6% | +22.5% | -1.3% |
| 30D | -3.8% | -36.1% | +32.3% | -2.5% |
| 3M | +16.3% | -37.1% | +53.4% | +17.4% |
| 6M | +14.7% | -40.5% | +55.2% | +16.2% |
| YTD | +10.2% | -47.7% | +57.9% | +12.3% |
| 1Y | +22.3% | -58.4% | +80.7% | +26.2% |
| 3Y | +33.6% | -40.7% | +74.3% | +31.5% |
| All | +165.9% | -78.1% | +244.0% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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