+144.1%
VRTX vs ABCL
-80.5%
+224.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | +0.4% |
| 7D | -2.1% | -3.2% | +1.1% | -2.0% |
| 30D | +8.2% | -7.4% | +15.6% | +8.5% |
| 3M | +13.0% | +81.9% | -68.9% | +7.4% |
| 6M | +27.9% | +135.7% | -107.8% | +19.0% |
| YTD | +20.7% | +247.4% | -226.7% | +9.0% |
| 1Y | +31.4% | +162.3% | -130.8% | +20.4% |
| 3Y | +41.8% | +165.5% | -123.7% | +26.7% |
| 5Y | +183.7% | -21.3% | +205.0% | +159.2% |
| All | +144.1% | -80.5% | +224.6% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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