+474.5%
VRTX vs A
+312.5%
+162.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | 0.0% |
| 7D | +3.2% | +1.4% | +1.8% | +2.7% |
| 30D | +7.4% | +4.3% | +3.1% | +5.5% |
| 3M | +4.6% | +19.8% | -15.2% | -2.9% |
| 6M | +27.5% | +54.4% | -26.9% | +6.1% |
| YTD | +20.9% | +31.7% | -10.9% | +6.8% |
| 1Y | +30.1% | +22.4% | +7.6% | +18.3% |
| 3Y | +46.6% | +67.7% | -21.1% | +11.9% |
| 5Y | +191.6% | +15.7% | +175.8% | +156.6% |
| 10Y | +474.5% | +308.7% | +165.8% | +151.4% |
| All | +474.5% | +312.5% | +162.1% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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