+5,528.3%
VRTX vs ACGL
+4,429.2%
+1,099.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | +0.8% | -0.7% | +1.6% | +1.0% |
| 30D | +12.6% | -1.0% | +13.6% | +12.9% |
| 3M | +23.6% | +11.0% | +12.6% | +20.3% |
| 6M | +14.3% | -0.3% | +14.6% | +14.2% |
| YTD | +20.5% | +2.3% | +18.2% | +19.4% |
| 1Y | +37.6% | +6.4% | +31.2% | +34.8% |
| 3Y | +55.5% | +34.0% | +21.6% | +41.8% |
| 5Y | +175.7% | +161.6% | +14.1% | +109.6% |
| 10Y | +474.2% | +278.6% | +195.6% | +282.6% |
| All | +5,528.3% | +4,429.2% | +1,099.1% | +2,507.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling