+88.5%
ACN vs VRTX
+441.1%
-352.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -6.3% | -6.4% | +0.1% | -4.6% |
| 30D | -1.4% | -0.5% | -0.8% | -1.2% |
| 3M | +2.6% | +16.9% | -14.3% | -1.4% |
| 6M | -14.3% | +13.1% | -27.4% | -17.2% |
| YTD | -33.1% | +14.9% | -48.1% | -35.8% |
| 1Y | -28.8% | +31.4% | -60.2% | -34.1% |
| 3Y | -43.0% | +51.9% | -94.9% | -50.6% |
| 5Y | -44.0% | +177.1% | -221.1% | -59.5% |
| 10Y | +88.5% | +456.3% | -367.7% | +31.7% |
| All | +88.5% | +441.1% | -352.6% | +31.7% |
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