+54.2%
VRTX vs ACM
-19.8%
+74.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -3.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +6.6% | -12.9% | +19.5% | +6.9% |
| 3M | +19.4% | -6.4% | +25.8% | +19.4% |
| 6M | +15.8% | -29.2% | +45.0% | +16.7% |
| YTD | +16.7% | -29.9% | +46.6% | +17.5% |
| 1Y | +33.8% | -47.3% | +81.1% | +37.1% |
| 3Y | +54.2% | -19.6% | +73.8% | +53.8% |
| All | +54.2% | -19.8% | +74.0% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling