+42.1%
VRTX vs ACI
-31.5%
+73.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -1.6% | +2.3% | -3.8% | -1.6% |
| 30D | +8.0% | +1.2% | +6.8% | +8.0% |
| 3M | +4.3% | +6.8% | -2.5% | +4.1% |
| 6M | +18.9% | -18.7% | +37.6% | +19.0% |
| YTD | +18.8% | -20.2% | +39.0% | +19.2% |
| 1Y | +24.0% | -23.7% | +47.7% | +24.6% |
| 3Y | +42.1% | -31.6% | +73.8% | +44.6% |
| All | +42.1% | -31.5% | +73.6% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling