-63.7%
XYZ vs VRTX
+187.6%
-251.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.1% |
| 7D | -1.1% | -1.6% | +0.5% | -0.5% |
| 30D | +11.5% | +8.0% | +3.5% | +8.8% |
| 3M | +1.8% | +4.3% | -2.5% | +0.4% |
| 6M | +21.2% | +18.9% | +2.3% | +14.1% |
| YTD | +29.9% | +18.8% | +11.1% | +22.3% |
| 1Y | +35.8% | +24.0% | +11.8% | +25.8% |
| 3Y | +62.6% | +42.1% | +20.5% | +34.8% |
| All | -63.7% | +187.6% | -251.3% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling