+494.6%
VRTX vs ACGL
+329.5%
+165.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | -1.4% | +1.0% | 0.0% |
| 30D | +7.9% | +12.4% | -4.5% | +4.4% |
| 3M | +3.3% | +11.1% | -7.8% | +0.1% |
| 6M | +25.7% | +16.3% | +9.4% | +20.2% |
| YTD | +20.7% | +13.8% | +6.8% | +15.9% |
| 1Y | +27.4% | +20.4% | +7.0% | +20.4% |
| 3Y | +46.4% | +33.6% | +12.8% | +32.0% |
| 5Y | +194.3% | +176.8% | +17.5% | +109.3% |
| 10Y | +494.6% | +324.6% | +170.0% | +237.8% |
| All | +494.6% | +329.5% | +165.1% | +237.8% |
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