+90.9%
VRTX vs ACI
+25.9%
+65.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +0.8% | +0.2% | +0.7% | +0.8% |
| 30D | +12.6% | +5.9% | +6.7% | +12.3% |
| 3M | +23.6% | -19.8% | +43.4% | +24.6% |
| 6M | +14.3% | -24.7% | +39.0% | +15.4% |
| YTD | +20.5% | -24.4% | +44.8% | +21.7% |
| 1Y | +37.6% | -31.5% | +69.1% | +39.6% |
| 3Y | +55.5% | -38.7% | +94.2% | +58.4% |
| 5Y | +175.7% | -42.8% | +218.6% | +179.1% |
| All | +90.9% | +25.9% | +65.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling