+897.3%
VST vs VRTX
+524.6%
+372.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.0% | -6.0% |
| 7D | -19.9% | +0.5% | -20.4% | -20.1% |
| 30D | -29.7% | +8.0% | -37.7% | -30.7% |
| 3M | -19.6% | +11.9% | -31.5% | -21.4% |
| 6M | -29.4% | +27.8% | -57.2% | -32.7% |
| YTD | -29.7% | +19.7% | -49.4% | -32.5% |
| 1Y | -40.0% | +30.1% | -70.1% | -43.4% |
| 3Y | +231.0% | +44.2% | +186.8% | +198.5% |
| 5Y | +500.1% | +181.3% | +318.8% | +363.6% |
| 10Y | +1,004.2% | +587.1% | +417.1% | +684.9% |
| All | +897.3% | +524.6% | +372.7% | +592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling