+42.1%
VRTX vs A
+64.5%
-22.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +8.0% | 0.0% | +8.1% | +7.9% |
| 3M | +4.3% | +16.7% | -12.4% | +0.3% |
| 6M | +18.9% | +54.8% | -35.9% | +6.6% |
| YTD | +18.8% | +28.8% | -10.0% | +11.2% |
| 1Y | +24.0% | +19.3% | +4.6% | +18.2% |
| 3Y | +42.1% | +65.5% | -23.4% | +31.7% |
| All | +42.1% | +64.5% | -22.4% | +31.7% |
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