+41.8%
VRTX vs ABCL
+156.0%
-114.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | +0.3% |
| 7D | -2.1% | -3.2% | +1.1% | -2.0% |
| 30D | +8.2% | -7.4% | +15.6% | +8.6% |
| 3M | +13.0% | +81.9% | -68.9% | +6.4% |
| 6M | +27.9% | +135.7% | -107.8% | +17.5% |
| YTD | +20.7% | +247.4% | -226.7% | +7.2% |
| 1Y | +31.4% | +162.3% | -130.8% | +18.4% |
| 3Y | +41.8% | +165.5% | -123.7% | +24.0% |
| All | +41.8% | +156.0% | -114.2% | +24.0% |
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