+1,245.4%
VUG vs VRTX
+5,189.0%
-3,943.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.2% |
| 7D | +0.9% | -3.4% | +4.3% | +1.4% |
| 30D | -1.4% | +6.6% | -8.0% | -2.6% |
| 3M | +2.3% | +19.4% | -17.1% | -0.9% |
| 6M | +15.7% | +15.8% | -0.1% | +12.4% |
| YTD | +8.6% | +16.7% | -8.0% | +5.2% |
| 1Y | +14.1% | +33.8% | -19.8% | +7.8% |
| 3Y | +87.9% | +54.2% | +33.7% | +71.0% |
| 5Y | +76.3% | +176.4% | -100.1% | +44.8% |
| 10Y | +409.7% | +443.5% | -33.9% | +272.4% |
| All | +1,245.4% | +5,189.0% | -3,943.6% | +530.0% |
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