-27.8%
AAL vs VRTX
+2,699.2%
-2,727.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.4% | +1.8% |
| 7D | -3.7% | +0.8% | -4.6% | -4.0% |
| 30D | -20.8% | +12.6% | -33.4% | -23.5% |
| 3M | -1.3% | +23.6% | -24.9% | -7.0% |
| 6M | +5.4% | +14.3% | -8.9% | +1.2% |
| YTD | -14.4% | +20.5% | -34.8% | -19.1% |
| 1Y | +2.1% | +37.6% | -35.5% | -7.2% |
| 3Y | -10.6% | +55.5% | -66.1% | -23.4% |
| 5Y | -32.2% | +175.7% | -208.0% | -51.0% |
| 10Y | -62.7% | +474.2% | -536.9% | -80.0% |
| All | -27.8% | +2,699.2% | -2,727.0% | -83.2% |
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 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