+88.2%
VRTX vs QS
-46.4%
+134.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | +0.1% |
| 7D | -5.6% | -3.6% | -2.0% | -5.5% |
| 30D | -2.0% | -17.2% | +15.3% | -1.5% |
| 3M | +15.8% | -27.0% | +42.8% | +16.5% |
| 6M | +4.7% | -24.6% | +29.3% | +5.1% |
| YTD | +13.7% | -49.3% | +63.0% | +15.1% |
| 1Y | +29.7% | -40.3% | +70.1% | +30.2% |
| 3Y | +48.4% | -23.8% | +72.3% | +45.3% |
| 5Y | +173.3% | -75.0% | +248.3% | +168.8% |
| All | +88.2% | -46.4% | +134.6% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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