+470.4%
VRTX vs ACGL
+324.4%
+146.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -1.6% | +2.2% | -3.7% | -2.2% |
| 30D | +8.0% | +12.3% | -4.3% | +4.5% |
| 3M | +4.3% | +11.8% | -7.5% | +0.9% |
| 6M | +18.9% | +17.5% | +1.4% | +13.3% |
| YTD | +18.8% | +14.3% | +4.5% | +13.9% |
| 1Y | +24.0% | +18.2% | +5.8% | +17.8% |
| 3Y | +42.1% | +33.2% | +9.0% | +28.3% |
| 5Y | +187.6% | +174.3% | +13.3% | +105.1% |
| All | +470.4% | +324.4% | +146.1% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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