+470.2%
VRTX vs ACWI
+228.2%
+242.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.4% |
| 30D | +12.6% | +0.9% | +11.8% | +11.8% |
| 3M | +23.6% | +2.4% | +21.2% | +21.0% |
| 6M | +14.3% | +12.4% | +1.9% | +3.7% |
| YTD | +20.5% | +15.2% | +5.3% | +7.1% |
| 1Y | +37.6% | +22.7% | +14.9% | +16.1% |
| 3Y | +55.5% | +75.8% | -20.2% | -3.4% |
| 5Y | +175.7% | +67.7% | +108.0% | +76.6% |
| All | +470.2% | +228.2% | +242.0% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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