+296.4%
ARM vs VRTX
+57.2%
+239.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.4% |
| 7D | +5.5% | +0.8% | +4.6% | +5.2% |
| 30D | -8.2% | +12.6% | -20.8% | -11.4% |
| 3M | -35.9% | +23.6% | -59.6% | -40.2% |
| 6M | +103.1% | +14.3% | +88.8% | +94.2% |
| YTD | +130.6% | +20.5% | +110.2% | +116.8% |
| 1Y | +86.1% | +37.6% | +48.5% | +68.0% |
| All | +296.4% | +57.2% | +239.3% | +226.1% |
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