+443.5%
VRTX vs ACM
+128.0%
+315.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -3.0% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +6.6% | -12.9% | +19.5% | +9.7% |
| 3M | +19.4% | -6.4% | +25.8% | +20.5% |
| 6M | +15.8% | -29.2% | +45.0% | +24.5% |
| YTD | +16.7% | -29.9% | +46.6% | +25.0% |
| 1Y | +33.8% | -47.3% | +81.1% | +54.0% |
| 3Y | +54.2% | -19.6% | +73.8% | +54.7% |
| 5Y | +176.4% | +5.5% | +170.9% | +152.3% |
| 10Y | +443.5% | +129.7% | +313.8% | +224.6% |
| All | +443.5% | +128.0% | +315.6% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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