+493.1%
VRTX vs ACGL
+332.3%
+160.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | +8.0% | +13.1% | -5.1% | +4.3% |
| 3M | +11.0% | +9.8% | +1.3% | +8.0% |
| 6M | +28.2% | +15.3% | +12.9% | +22.9% |
| YTD | +21.5% | +12.7% | +8.8% | +17.0% |
| 1Y | +34.5% | +20.7% | +13.8% | +27.1% |
| 3Y | +49.5% | +34.3% | +15.2% | +34.6% |
| 5Y | +188.3% | +170.6% | +17.7% | +106.5% |
| 10Y | +493.1% | +330.6% | +162.5% | +229.3% |
| All | +493.1% | +332.3% | +160.8% | +229.3% |
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