+91.2%
VRTX vs ACI
+32.1%
+59.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -0.4% | -5.3% | +4.9% | -0.1% |
| 30D | +7.9% | +5.0% | +2.9% | +7.6% |
| 3M | +3.3% | +7.5% | -4.2% | +2.9% |
| 6M | +25.7% | -16.0% | +41.7% | +26.4% |
| YTD | +20.7% | -20.6% | +41.3% | +21.6% |
| 1Y | +27.4% | -23.5% | +51.0% | +28.7% |
| 3Y | +46.4% | -32.1% | +78.5% | +48.3% |
| 5Y | +194.3% | -42.5% | +236.8% | +197.7% |
| All | +91.2% | +32.1% | +59.0% | +85.4% |
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