+184.1%
VRTX vs A
-12.8%
+197.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | +0.8% | -1.9% | +2.8% | +1.3% |
| 30D | +12.6% | +6.9% | +5.7% | +10.7% |
| 3M | +23.6% | +9.2% | +14.4% | +20.6% |
| 6M | +14.3% | +25.7% | -11.4% | +6.9% |
| YTD | +20.5% | +11.5% | +8.9% | +16.3% |
| 1Y | +37.6% | +18.4% | +19.2% | +30.5% |
| 3Y | +55.5% | +26.6% | +28.9% | +42.0% |
| All | +184.1% | -12.8% | +197.0% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling