-32.5%
AAL vs VRTX
+175.7%
-208.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.9% |
| 7D | -0.3% | -3.4% | +3.1% | +0.5% |
| 30D | -19.0% | +6.6% | -25.6% | -20.4% |
| 3M | -5.1% | +19.4% | -24.5% | -9.3% |
| 6M | +15.5% | +15.8% | -0.3% | +10.9% |
| YTD | -15.8% | +16.7% | -32.4% | -19.4% |
| 1Y | -0.3% | +33.8% | -34.1% | -7.8% |
| 3Y | -7.7% | +54.2% | -61.8% | -21.4% |
| 5Y | -32.5% | +176.4% | -208.9% | -49.0% |
| All | -32.5% | +175.7% | -208.3% | -49.0% |
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