+143.6%
VRTX vs ABCL
-81.3%
+224.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | +0.8% | +0.7% | +0.1% | +0.8% |
| 30D | +12.6% | +93.1% | -80.4% | +7.0% |
| 3M | +23.6% | +79.4% | -55.8% | +17.7% |
| 6M | +14.3% | +214.9% | -200.6% | +4.6% |
| YTD | +20.5% | +234.2% | -213.7% | +9.5% |
| 1Y | +37.6% | +174.8% | -137.2% | +26.0% |
| 3Y | +55.5% | +104.5% | -48.9% | +41.4% |
| 5Y | +175.7% | -39.0% | +214.8% | +153.4% |
| All | +143.6% | -81.3% | +224.9% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling