-4.4%
ADP vs VRTX
+38.2%
-42.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -2.0% |
| 7D | -3.4% | +0.8% | -4.2% | -3.4% |
| 30D | +2.8% | +12.6% | -9.9% | +2.4% |
| 3M | +20.9% | +23.6% | -2.7% | +20.8% |
| 6M | +29.9% | +14.3% | +15.6% | +30.5% |
| YTD | +9.6% | +20.5% | -10.8% | +8.6% |
| All | -4.4% | +38.2% | -42.5% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling