+48.4%
VRTX vs A
+62.3%
-13.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +8.2% | +3.4% | +4.8% | +7.2% |
| 3M | +13.0% | +23.8% | -10.8% | +7.3% |
| 6M | +27.9% | +49.0% | -21.1% | +15.8% |
| YTD | +20.7% | +29.4% | -8.7% | +12.9% |
| 1Y | +31.4% | +19.4% | +12.1% | +25.3% |
| All | +48.4% | +62.3% | -13.8% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling