+145.7%
VRTX vs ABCL
-79.5%
+225.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.3% |
| 7D | -0.4% | +12.4% | -12.8% | -1.3% |
| 30D | +8.0% | -0.4% | +8.4% | +7.8% |
| 3M | +11.0% | +80.4% | -69.3% | +5.6% |
| 6M | +28.2% | +138.5% | -110.4% | +19.1% |
| YTD | +21.5% | +265.5% | -244.0% | +9.3% |
| 1Y | +34.5% | +219.7% | -185.2% | +21.9% |
| 3Y | +49.5% | +209.4% | -159.9% | +32.2% |
| 5Y | +188.3% | -15.0% | +203.3% | +162.4% |
| All | +145.7% | -79.5% | +225.2% | +127.6% |
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