+184.1%
VRTX vs ACM
+5.0%
+179.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +0.8% | -3.7% | +4.6% | +1.3% |
| 30D | +12.6% | -11.1% | +23.7% | +14.3% |
| 3M | +23.6% | -8.0% | +31.6% | +24.6% |
| 6M | +14.3% | -29.7% | +43.9% | +20.0% |
| YTD | +20.5% | -29.4% | +49.8% | +25.8% |
| 1Y | +37.6% | -46.4% | +84.0% | +51.6% |
| 3Y | +55.5% | -22.3% | +77.9% | +54.3% |
| All | +184.1% | +5.0% | +179.2% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling