+188.2%
VRTX vs ACM
+1.1%
+187.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.6% | +5.6% | -7.2% | -2.3% |
| 30D | +8.0% | +20.8% | -12.8% | +5.3% |
| 3M | +4.3% | +11.4% | -7.1% | +2.6% |
| 6M | +18.9% | +0.9% | +17.9% | +18.1% |
| YTD | +18.8% | -24.8% | +43.6% | +22.9% |
| 1Y | +24.0% | -46.4% | +70.4% | +37.3% |
| 3Y | +42.1% | -9.2% | +51.4% | +35.0% |
| All | +188.2% | +1.1% | +187.2% | +153.9% |
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