-34.9%
VST vs VRTX
+31.2%
-66.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.4% | -17.3% | -13.2% |
| 7D | -15.7% | +3.7% | -19.4% | -15.1% |
| 30D | -17.0% | +9.0% | -26.0% | -15.8% |
| 3M | -15.9% | +14.7% | -30.6% | -14.2% |
| 6M | -25.0% | +27.7% | -52.7% | -23.1% |
| YTD | -25.1% | +21.1% | -46.2% | -23.3% |
| 1Y | -34.9% | +30.2% | -65.1% | -31.1% |
| All | -34.9% | +31.2% | -66.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 1y: compounded portfolio wealth divided by compounded VRTX 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…
1y analysis · Full analysis span regression · 6 months rolling