+5,491.0%
VRTX vs ACGL
+5,005.0%
+486.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.5% | +6.4% | -5.9% | -1.1% |
| 30D | +8.0% | +16.6% | -8.6% | +3.9% |
| 3M | +11.9% | +11.6% | +0.3% | +8.7% |
| 6M | +27.8% | +17.5% | +10.4% | +22.5% |
| YTD | +19.7% | +15.3% | +4.4% | +15.0% |
| 1Y | +30.1% | +26.3% | +3.8% | +22.2% |
| 3Y | +44.2% | +35.9% | +8.3% | +31.1% |
| 5Y | +181.3% | +168.2% | +13.1% | +112.6% |
| 10Y | +587.1% | +352.0% | +235.1% | +337.8% |
| All | +5,491.0% | +5,005.0% | +486.0% | +2,412.0% |
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