+352.2%
VRTX vs QSR
+218.5%
+133.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +0.8% | +2.4% | -1.6% | +0.1% |
| 30D | +12.6% | +7.6% | +5.0% | +10.2% |
| 3M | +23.6% | +12.6% | +11.0% | +19.3% |
| 6M | +14.3% | +14.4% | -0.1% | +9.5% |
| YTD | +20.5% | +19.6% | +0.8% | +13.6% |
| 1Y | +37.6% | +33.9% | +3.7% | +25.4% |
| 3Y | +55.5% | +27.1% | +28.4% | +41.8% |
| 5Y | +175.7% | +48.5% | +127.2% | +137.2% |
| 10Y | +474.2% | +126.2% | +348.0% | +296.3% |
| All | +352.2% | +218.5% | +133.7% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling