+22.4%
VZ vs VRTX
+32.1%
-9.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -0.9% |
| 7D | +2.1% | -2.1% | +4.3% | +2.1% |
| 30D | +1.4% | +8.2% | -6.8% | +1.5% |
| 3M | -1.3% | +13.0% | -14.3% | -1.0% |
| 6M | -0.5% | +27.9% | -28.5% | +0.1% |
| YTD | +19.6% | +20.7% | -1.0% | +19.9% |
| 1Y | +22.4% | +31.4% | -9.1% | +21.7% |
| All | +22.4% | +32.1% | -9.7% | +21.7% |
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