+96.7%
VRTX vs QS
-62.6%
+159.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.4% | -0.6% |
| 7D | -1.6% | -14.0% | +12.5% | -1.2% |
| 30D | +8.0% | -6.4% | +14.4% | +8.2% |
| 3M | +4.3% | -40.3% | +44.6% | +5.5% |
| 6M | +18.9% | -57.5% | +76.4% | +21.0% |
| YTD | +18.8% | -64.7% | +83.5% | +21.2% |
| 1Y | +24.0% | -72.9% | +96.8% | +27.2% |
| 3Y | +42.1% | -33.5% | +75.6% | +39.6% |
| 5Y | +187.6% | -90.5% | +278.1% | +186.4% |
| All | +96.7% | -62.6% | +159.3% | +105.0% |
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