+443.5%
VRTX vs AA
+121.7%
+321.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -3.5% |
| 7D | -3.4% | +1.7% | -5.1% | -3.6% |
| 30D | +6.6% | +3.3% | +3.3% | +6.2% |
| 3M | +19.4% | -29.4% | +48.8% | +23.1% |
| 6M | +15.8% | -12.8% | +28.6% | +16.4% |
| YTD | +16.7% | -2.1% | +18.8% | +15.5% |
| 1Y | +33.8% | +62.8% | -28.9% | +25.5% |
| 3Y | +54.2% | +90.5% | -36.3% | +38.0% |
| 5Y | +176.4% | +19.1% | +157.3% | +150.6% |
| 10Y | +443.5% | +124.8% | +318.7% | +256.7% |
| All | +443.5% | +121.7% | +321.8% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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