+400.4%
ALAB vs VRTX
+31.8%
+368.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.1% | +11.9% | +10.0% |
| 7D | +7.2% | +0.8% | +6.4% | +7.0% |
| 30D | -2.5% | +12.6% | -15.2% | -4.7% |
| 3M | -13.3% | +23.6% | -36.9% | -17.2% |
| 6M | +172.8% | +14.3% | +158.6% | +165.0% |
| YTD | +86.6% | +20.5% | +66.1% | +78.0% |
| 1Y | +65.2% | +37.6% | +27.6% | +49.5% |
| All | +400.4% | +31.8% | +368.6% | +474.8% |
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