+30.1%
VRTX vs AA
+4.5%
+25.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.3% |
| 7D | +3.2% | +1.2% | +2.0% | +3.1% |
| 30D | +7.4% | -5.0% | +12.4% | +7.7% |
| 3M | +4.6% | -22.2% | +26.8% | +6.3% |
| 6M | +27.5% | -36.3% | +63.8% | +29.6% |
| YTD | +20.9% | -24.2% | +45.0% | +19.6% |
| 1Y | +30.1% | +3.9% | +26.2% | +21.7% |
| All | +30.1% | +4.5% | +25.5% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling