+1,101.3%
VZ vs VRTX
+11,869.8%
-10,768.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +7.9% | +12.6% | -4.7% | +6.9% |
| 3M | +13.6% | +23.6% | -10.0% | +11.8% |
| 6M | +1.1% | +14.3% | -13.2% | 0.0% |
| YTD | +29.3% | +20.5% | +8.8% | +27.2% |
| 1Y | +21.2% | +37.6% | -16.3% | +18.1% |
| 3Y | +75.9% | +55.5% | +20.4% | +68.8% |
| 5Y | +24.1% | +175.7% | -151.7% | +13.9% |
| 10Y | +62.4% | +474.2% | -411.8% | +39.5% |
| All | +1,101.3% | +11,869.8% | -10,768.5% | +708.5% |
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