-63.9%
XYZ vs VRTX
+183.5%
-247.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +12.1% | -2.1% | +14.3% | +13.1% |
| 30D | +12.4% | +8.2% | +4.2% | +9.5% |
| 3M | +8.2% | +13.0% | -4.9% | +3.6% |
| 6M | +20.7% | +27.9% | -7.2% | +10.7% |
| YTD | +31.3% | +20.7% | +10.7% | +22.9% |
| 1Y | +20.5% | +31.4% | -10.9% | +9.6% |
| 3Y | +72.6% | +41.8% | +30.8% | +43.5% |
| All | -63.9% | +183.5% | -247.4% | -76.6% |
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