+1,022.1%
VZ vs VRTX
+11,790.4%
-10,768.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +5.6% | +0.5% | +5.2% | +5.6% |
| 30D | +1.9% | +8.0% | -6.1% | +1.3% |
| 3M | +0.8% | +11.9% | -11.1% | -0.1% |
| 6M | +0.6% | +27.8% | -27.2% | -1.3% |
| YTD | +20.8% | +19.7% | +1.1% | +18.9% |
| 1Y | +23.9% | +30.1% | -6.2% | +21.2% |
| 3Y | +55.7% | +44.2% | +11.5% | +50.2% |
| 5Y | +21.5% | +181.3% | -159.8% | +11.4% |
| 10Y | +68.5% | +587.1% | -518.6% | +42.9% |
| All | +1,022.1% | +11,790.4% | -10,768.3% | +655.2% |
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