+316.8%
ADP vs VRTX
+580.6%
-263.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | +3.2% | -2.1% | +5.3% | +3.7% |
| 30D | +14.9% | +8.2% | +6.7% | +12.8% |
| 3M | +11.6% | +13.0% | -1.4% | +8.3% |
| 6M | +48.5% | +27.9% | +20.5% | +39.8% |
| YTD | +20.6% | +20.7% | -0.1% | +14.4% |
| 1Y | +23.7% | +31.4% | -7.7% | +14.8% |
| 3Y | +47.8% | +41.8% | +6.0% | +30.8% |
| 5Y | +47.7% | +183.7% | -136.0% | +7.4% |
| All | +316.8% | +580.6% | -263.8% | +198.9% |
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 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