+184.6%
VRTX vs ACM
-2.7%
+187.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.1% | +5.4% | -7.5% | -2.8% |
| 30D | +8.2% | +15.1% | -6.9% | +6.1% |
| 3M | +13.0% | -10.5% | +23.5% | +14.5% |
| 6M | +27.9% | -19.7% | +47.6% | +31.4% |
| YTD | +20.7% | -28.8% | +49.5% | +25.8% |
| 1Y | +31.4% | -47.9% | +79.3% | +45.8% |
| 3Y | +41.8% | -12.4% | +54.2% | +34.8% |
| All | +184.6% | -2.7% | +187.3% | +152.5% |
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