+40,212.4%
ADI vs VRTX
+11,869.8%
+28,342.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | -3.8% | +12.6% | -16.4% | -6.2% |
| 3M | -15.3% | +23.6% | -38.9% | -19.1% |
| 6M | +6.7% | +14.3% | -7.6% | +3.3% |
| YTD | +34.8% | +20.5% | +14.3% | +29.0% |
| 1Y | +49.0% | +37.6% | +11.4% | +38.7% |
| 3Y | +108.1% | +55.5% | +52.5% | +86.2% |
| 5Y | +142.4% | +175.7% | -33.3% | +91.8% |
| 10Y | +589.9% | +474.2% | +115.7% | +359.3% |
| All | +40,212.4% | +11,869.8% | +28,342.6% | +12,339.2% |
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