+493.1%
VRTX vs AA
+64.5%
+428.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | +0.2% |
| 7D | -0.4% | +4.8% | -5.2% | -0.8% |
| 30D | +8.0% | -0.6% | +8.6% | +8.0% |
| 3M | +11.0% | -16.3% | +27.3% | +12.7% |
| 6M | +28.2% | -33.4% | +61.6% | +32.2% |
| YTD | +21.5% | -20.7% | +42.2% | +22.6% |
| 1Y | +34.5% | +12.9% | +21.6% | +31.1% |
| 3Y | +49.5% | +75.7% | -26.2% | +35.8% |
| 5Y | +188.3% | -6.8% | +195.1% | +170.4% |
| 10Y | +493.1% | +53.6% | +439.5% | +367.6% |
| All | +493.1% | +64.5% | +428.6% | +367.6% |
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