+1,216.9%
VST vs VRTX
+528.8%
+688.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.9% |
| 7D | +8.9% | +0.8% | +8.1% | +8.7% |
| 30D | +6.2% | +12.6% | -6.4% | +4.0% |
| 3M | -2.7% | +23.6% | -26.4% | -6.5% |
| 6M | -8.4% | +14.3% | -22.6% | -10.9% |
| YTD | -7.2% | +20.5% | -27.7% | -10.8% |
| 1Y | -20.9% | +37.6% | -58.5% | -26.0% |
| 3Y | +384.0% | +55.5% | +328.4% | +330.4% |
| 5Y | +757.1% | +175.7% | +581.3% | +566.4% |
| All | +1,216.9% | +528.8% | +688.0% | +816.2% |
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