+12,057.6%
VRTX vs AA
+202.8%
+11,854.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.2% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | +8.2% | -6.7% | +14.9% | +9.6% |
| 3M | +13.0% | -16.3% | +29.4% | +16.8% |
| 6M | +27.9% | -37.1% | +65.0% | +38.9% |
| YTD | +20.7% | -25.0% | +45.7% | +24.4% |
| 1Y | +31.4% | +8.6% | +22.9% | +24.8% |
| 3Y | +41.8% | +57.2% | -15.4% | +16.1% |
| 5Y | +183.7% | -13.0% | +196.7% | +143.4% |
| 10Y | +592.9% | +65.5% | +527.3% | +308.0% |
| All | +12,057.6% | +202.8% | +11,854.8% | +5,491.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling