+176.4%
VRTX vs QS
-74.6%
+251.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.2% |
| 7D | -3.4% | +2.2% | -5.6% | -3.5% |
| 30D | +6.6% | -8.1% | +14.7% | +7.0% |
| 3M | +19.4% | -27.0% | +46.4% | +20.6% |
| 6M | +15.8% | -16.4% | +32.3% | +16.1% |
| YTD | +16.7% | -46.4% | +63.0% | +18.8% |
| 1Y | +33.8% | -41.1% | +74.9% | +34.6% |
| 3Y | +54.2% | -18.6% | +72.8% | +46.7% |
| 5Y | +176.4% | -73.0% | +249.4% | +164.1% |
| All | +176.4% | -74.6% | +251.0% | +164.1% |
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