+173.2%
VRTX vs S
-48.9%
+222.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | +0.2% |
| 7D | -0.4% | +1.6% | -2.0% | -0.6% |
| 30D | +8.0% | -10.5% | +18.5% | +8.6% |
| 3M | +11.0% | +9.9% | +1.1% | +9.9% |
| 6M | +28.2% | +41.8% | -13.6% | +24.4% |
| YTD | +21.5% | +56.8% | -35.3% | +16.8% |
| 1Y | +34.5% | +39.0% | -4.5% | +30.2% |
| 3Y | +49.5% | +53.8% | -4.4% | +42.5% |
| 5Y | +188.3% | -68.6% | +256.9% | +177.7% |
| All | +173.2% | -48.9% | +222.1% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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