+9,008.2%
ADP vs VRTX
+11,973.9%
-2,965.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | +11.5% | +8.0% | +3.5% | +10.6% |
| 3M | +12.0% | +11.0% | +1.0% | +10.8% |
| 6M | +43.8% | +28.2% | +15.6% | +40.1% |
| YTD | +20.1% | +21.5% | -1.4% | +17.3% |
| 1Y | +22.3% | +34.5% | -12.2% | +18.2% |
| 3Y | +43.3% | +49.5% | -6.2% | +36.0% |
| 5Y | +47.3% | +188.3% | -140.9% | +30.7% |
| 10Y | +313.7% | +493.1% | -179.4% | +240.8% |
| All | +9,008.2% | +11,973.9% | -2,965.6% | +4,583.2% |
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