-65.1%
AAL vs VRTX
+441.1%
-506.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -1.3% | -6.4% | +5.1% | 0.0% |
| 30D | -13.7% | -0.5% | -13.2% | -13.7% |
| 3M | -8.2% | +16.9% | -25.1% | -11.1% |
| 6M | +13.1% | +13.1% | 0.0% | +10.0% |
| YTD | -15.6% | +14.9% | -30.5% | -18.2% |
| 1Y | +1.4% | +31.4% | -30.0% | -4.4% |
| 3Y | -7.4% | +51.9% | -59.3% | -16.8% |
| 5Y | -35.9% | +177.1% | -213.0% | -48.6% |
| 10Y | -65.1% | +456.3% | -521.4% | -74.5% |
| All | -65.1% | +441.1% | -506.2% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling