+42.1%
VRTX vs AA
+67.6%
-25.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.6% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +8.0% | -0.6% | +8.6% | +8.0% |
| 3M | +4.3% | -19.7% | +23.9% | +5.6% |
| 6M | +18.9% | -41.6% | +60.5% | +22.0% |
| YTD | +18.8% | -24.6% | +43.4% | +19.6% |
| 1Y | +24.0% | +4.9% | +19.1% | +22.2% |
| 3Y | +42.1% | +66.8% | -24.7% | +26.9% |
| All | +42.1% | +67.6% | -25.4% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling