+46.6%
VRTX vs ABCL
+206.1%
-159.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.2% | +2.3% | +0.9% | +3.0% |
| 30D | +7.4% | -0.7% | +8.1% | +7.2% |
| 3M | +4.6% | +33.4% | -28.8% | +1.4% |
| 6M | +27.5% | +137.8% | -110.3% | +17.1% |
| YTD | +20.9% | +264.3% | -243.5% | +7.1% |
| 1Y | +30.1% | +209.2% | -179.1% | +16.1% |
| 3Y | +46.6% | +208.4% | -161.8% | +31.1% |
| All | +46.6% | +206.1% | -159.5% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling