-22.0%
VST vs VRTX
+24.1%
-46.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | +6.6% | -1.6% | +8.1% | +6.3% |
| 30D | -12.4% | +8.0% | -20.4% | -11.7% |
| 3M | -9.0% | +4.3% | -13.3% | -8.3% |
| 6M | -6.4% | +18.9% | -25.3% | -5.4% |
| YTD | -17.2% | +18.8% | -36.0% | -16.2% |
| 1Y | -22.0% | +24.0% | -46.0% | -20.4% |
| All | -22.0% | +24.1% | -46.1% | -20.4% |
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