+12,036.0%
VRTX vs AA
+281.7%
+11,754.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +12.6% | +5.0% | +7.7% | +11.4% |
| 3M | +23.6% | -35.8% | +59.5% | +34.6% |
| 6M | +14.3% | -18.4% | +32.7% | +17.1% |
| YTD | +20.5% | -5.5% | +25.9% | +18.7% |
| 1Y | +37.6% | +61.0% | -23.4% | +19.9% |
| 3Y | +55.5% | +66.2% | -10.7% | +25.8% |
| 5Y | +175.7% | +11.4% | +164.4% | +122.9% |
| 10Y | +474.2% | +116.9% | +357.3% | +218.7% |
| All | +12,036.0% | +281.7% | +11,754.3% | +5,235.9% |
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 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