+554.8%
XYZ vs VRTX
+311.9%
+242.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.2% |
| 7D | +12.6% | +3.2% | +9.4% | +11.4% |
| 30D | +10.8% | +7.4% | +3.4% | +7.8% |
| 3M | +8.4% | +4.6% | +3.8% | +6.4% |
| 6M | +14.3% | +27.5% | -13.1% | +3.5% |
| YTD | +31.5% | +20.9% | +10.6% | +21.4% |
| 1Y | +28.1% | +30.1% | -2.0% | +14.7% |
| 3Y | +66.2% | +46.6% | +19.5% | +34.8% |
| 5Y | -62.3% | +191.6% | -253.9% | -77.5% |
| 10Y | +634.6% | +474.5% | +160.0% | +288.3% |
| All | +554.8% | +311.9% | +242.9% | +229.6% |
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 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