+12,036.0%
VRTX vs PTC
+3,066.8%
+8,969.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -0.6% |
| 7D | +0.8% | -10.3% | +11.1% | +3.5% |
| 30D | +12.6% | +1.1% | +11.5% | +12.1% |
| 3M | +23.6% | +1.6% | +22.0% | +22.2% |
| 6M | +14.3% | -13.5% | +27.7% | +17.1% |
| YTD | +20.5% | -19.1% | +39.5% | +25.3% |
| 1Y | +37.6% | -33.9% | +71.5% | +50.2% |
| 3Y | +55.5% | -3.9% | +59.5% | +52.6% |
| 5Y | +175.7% | +6.0% | +169.7% | +159.1% |
| 10Y | +474.2% | +223.7% | +250.5% | +290.6% |
| All | +12,036.0% | +3,066.8% | +8,969.2% | +3,192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling