+2,368.0%
ACN vs VRTX
+1,268.6%
+1,099.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.5% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | +22.6% | +8.0% | +14.7% | +21.1% |
| 3M | +45.9% | +11.0% | +34.9% | +43.3% |
| 6M | +43.8% | +28.2% | +15.7% | +37.9% |
| YTD | -2.5% | +21.5% | -24.0% | -5.9% |
| 1Y | +6.5% | +34.5% | -28.0% | +1.0% |
| 3Y | -14.2% | +49.5% | -63.6% | -21.0% |
| 5Y | -24.4% | +188.3% | -212.7% | -37.8% |
| 10Y | +156.3% | +493.1% | -336.8% | +86.2% |
| All | +2,368.0% | +1,268.6% | +1,099.4% | +866.6% |
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