-40.6%
ACN vs VRTX
+178.3%
-219.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.8% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +9.4% | +12.6% | -3.3% | +6.1% |
| 3M | +5.6% | +23.6% | -18.0% | +0.3% |
| 6M | -9.3% | +14.3% | -23.5% | -12.5% |
| YTD | -29.0% | +20.5% | -49.4% | -32.5% |
| 1Y | -24.7% | +37.6% | -62.2% | -30.8% |
| 3Y | -39.8% | +55.5% | -95.4% | -48.6% |
| All | -40.6% | +178.3% | -219.0% | -58.9% |
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