+188.2%
VRTX vs S
-71.1%
+259.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.6% | +2.0% | -3.5% | -1.7% |
| 30D | +8.0% | -2.7% | +10.8% | +8.1% |
| 3M | +4.3% | -6.9% | +11.2% | +4.4% |
| 6M | +18.9% | +38.1% | -19.2% | +15.3% |
| YTD | +18.8% | +48.0% | -29.2% | +14.2% |
| 1Y | +24.0% | +34.5% | -10.5% | +19.9% |
| 3Y | +42.1% | +38.3% | +3.8% | +35.7% |
| All | +188.2% | -71.1% | +259.4% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling