+188.2%
VRTX vs QSR
+53.9%
+134.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | -2.9% | +1.4% | -0.9% |
| 30D | +8.0% | +4.1% | +3.9% | +7.0% |
| 3M | +4.3% | -0.7% | +5.0% | +4.3% |
| 6M | +18.9% | +0.4% | +18.4% | +18.4% |
| YTD | +18.8% | +13.5% | +5.3% | +14.3% |
| 1Y | +24.0% | +11.0% | +13.0% | +19.9% |
| 3Y | +42.1% | +22.0% | +20.2% | +31.6% |
| All | +188.2% | +53.9% | +134.4% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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