+270.5%
ADP vs VRTX
+452.7%
-182.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.8% |
| 7D | -5.5% | -3.4% | -2.1% | -4.7% |
| 30D | -1.2% | +6.6% | -7.9% | -2.7% |
| 3M | +17.9% | +19.4% | -1.5% | +13.0% |
| 6M | +20.3% | +15.8% | +4.5% | +15.8% |
| YTD | +5.8% | +16.7% | -10.8% | +1.3% |
| 1Y | -7.7% | +33.8% | -41.5% | -14.7% |
| 3Y | +14.7% | +54.2% | -39.5% | -0.8% |
| 5Y | +45.8% | +176.4% | -130.6% | +6.8% |
| 10Y | +270.5% | +443.5% | -173.0% | +169.9% |
| All | +270.5% | +452.7% | -182.2% | +169.9% |
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