+493.1%
VRTX vs PTC
+326.2%
+166.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | +8.0% | +0.7% | +7.3% | +7.8% |
| 3M | +11.0% | +32.6% | -21.6% | +1.4% |
| 6M | +28.2% | +33.6% | -5.4% | +15.8% |
| YTD | +21.5% | +12.4% | +9.1% | +15.0% |
| 1Y | +34.5% | +11.2% | +23.3% | +27.7% |
| 3Y | +49.5% | +31.7% | +17.8% | +31.8% |
| 5Y | +188.3% | +60.1% | +128.2% | +133.7% |
| 10Y | +493.1% | +317.2% | +175.9% | +187.9% |
| All | +493.1% | +326.2% | +166.9% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling