+1,011.7%
VZ vs VRTX
+11,891.0%
-10,879.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.0% |
| 7D | +2.1% | -2.1% | +4.3% | +2.3% |
| 30D | +1.4% | +8.2% | -6.8% | +0.8% |
| 3M | -1.3% | +13.0% | -14.3% | -2.2% |
| 6M | -0.5% | +27.9% | -28.5% | -2.4% |
| YTD | +19.6% | +20.7% | -1.0% | +17.7% |
| 1Y | +22.4% | +31.4% | -9.1% | +19.6% |
| 3Y | +55.9% | +41.8% | +14.1% | +50.5% |
| 5Y | +20.4% | +183.7% | -163.3% | +10.3% |
| 10Y | +66.9% | +592.9% | -526.0% | +41.5% |
| All | +1,011.7% | +11,891.0% | -10,879.4% | +647.7% |
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 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