+98.2%
VRTX vs QS
-60.6%
+158.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -0.6% |
| 7D | 0.0% | -5.6% | +5.6% | +0.2% |
| 30D | +11.8% | -5.8% | +17.7% | +11.9% |
| 3M | +3.2% | -39.2% | +42.4% | +4.4% |
| 6M | +21.0% | -53.9% | +75.0% | +23.0% |
| YTD | +19.7% | -62.8% | +82.5% | +22.0% |
| 1Y | +25.0% | -73.5% | +98.5% | +28.3% |
| 3Y | +45.2% | -29.1% | +74.3% | +42.4% |
| 5Y | +189.7% | -90.0% | +279.7% | +188.2% |
| All | +98.2% | -60.6% | +158.8% | +106.3% |
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