+91.5%
VRTX vs ACI
+34.0%
+57.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | +7.4% | +9.5% | -2.1% | +6.9% |
| 3M | +4.6% | +10.1% | -5.5% | +4.0% |
| 6M | +27.5% | -15.4% | +42.9% | +28.1% |
| YTD | +20.9% | -19.5% | +40.4% | +21.7% |
| 1Y | +30.1% | -21.0% | +51.1% | +31.1% |
| 3Y | +46.6% | -31.2% | +77.8% | +48.4% |
| 5Y | +191.6% | -40.6% | +232.1% | +194.5% |
| All | +91.5% | +34.0% | +57.5% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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