+188.2%
VRTX vs PTC
+60.7%
+127.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +0.5% | -2.0% | -1.6% |
| 30D | +8.0% | +1.2% | +6.8% | +7.8% |
| 3M | +4.3% | +27.4% | -23.1% | -1.2% |
| 6M | +18.9% | +39.2% | -20.3% | +9.6% |
| YTD | +18.8% | +12.5% | +6.3% | +15.2% |
| 1Y | +24.0% | +12.3% | +11.7% | +20.3% |
| 3Y | +42.1% | +28.8% | +13.3% | +30.1% |
| All | +188.2% | +60.7% | +127.6% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling