+493.1%
VRTX vs ACM
+147.1%
+346.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -0.4% |
| 7D | -0.4% | +6.9% | -7.3% | -1.8% |
| 30D | +8.0% | +19.1% | -11.1% | +4.0% |
| 3M | +11.0% | -6.9% | +18.0% | +12.2% |
| 6M | +28.2% | -12.0% | +40.2% | +30.5% |
| YTD | +21.5% | -25.1% | +46.6% | +27.6% |
| 1Y | +34.5% | -45.4% | +79.9% | +52.4% |
| 3Y | +49.5% | -6.9% | +56.4% | +44.6% |
| 5Y | +188.3% | +3.7% | +184.5% | +167.3% |
| 10Y | +493.1% | +135.8% | +357.3% | +293.3% |
| All | +493.1% | +147.1% | +346.0% | +293.3% |
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