+194.8%
VRTX vs QS
-87.4%
+282.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | +3.2% | +8.0% | -4.8% | +2.9% |
| 30D | +7.4% | -2.8% | +10.3% | +7.5% |
| 3M | +4.6% | -28.1% | +32.7% | +5.8% |
| 6M | +27.5% | -41.0% | +68.5% | +29.5% |
| YTD | +20.9% | -57.3% | +78.1% | +24.0% |
| 1Y | +30.1% | -72.7% | +102.7% | +35.7% |
| 3Y | +46.6% | -18.6% | +65.3% | +38.8% |
| All | +194.8% | -87.4% | +282.1% | +180.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling