+470.4%
VRTX vs ACWI
+224.5%
+246.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.5% |
| 7D | -1.6% | +2.4% | -4.0% | -3.4% |
| 30D | +8.0% | -1.7% | +9.7% | +9.3% |
| 3M | +4.3% | -3.9% | +8.2% | +7.3% |
| 6M | +18.9% | +0.8% | +18.1% | +17.4% |
| YTD | +18.8% | +11.0% | +7.8% | +8.6% |
| 1Y | +24.0% | +13.1% | +10.9% | +11.6% |
| 3Y | +42.1% | +73.9% | -31.7% | -10.7% |
| 5Y | +187.6% | +59.0% | +128.5% | +93.4% |
| All | +470.4% | +224.5% | +246.0% | +88.5% |
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