+474.5%
VRTX vs ACGL
+332.0%
+142.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | +3.2% | +1.3% | +2.0% | +2.8% |
| 30D | +7.4% | +14.2% | -6.8% | +3.4% |
| 3M | +4.6% | +11.1% | -6.5% | +1.4% |
| 6M | +27.5% | +16.4% | +11.1% | +21.9% |
| YTD | +20.9% | +13.8% | +7.1% | +16.1% |
| 1Y | +30.1% | +21.6% | +8.5% | +22.6% |
| 3Y | +46.6% | +33.5% | +13.1% | +32.3% |
| 5Y | +191.6% | +174.8% | +16.7% | +108.0% |
| 10Y | +474.5% | +330.4% | +144.2% | +231.5% |
| All | +474.5% | +332.0% | +142.5% | +231.5% |
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