+557.4%
VRTX vs ACGL
+337.7%
+219.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | +8.2% | +13.7% | -5.5% | +4.3% |
| 3M | +13.0% | +8.0% | +5.0% | +10.4% |
| 6M | +27.9% | +13.3% | +14.6% | +23.2% |
| YTD | +20.7% | +11.8% | +8.8% | +16.4% |
| 1Y | +31.4% | +22.2% | +9.2% | +23.7% |
| 3Y | +41.8% | +32.5% | +9.3% | +28.1% |
| 5Y | +183.7% | +160.2% | +23.5% | +105.3% |
| All | +557.4% | +337.7% | +219.7% | +259.7% |
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