+474.5%
VRTX vs ACWI
+220.7%
+253.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +7.4% | -3.3% | +10.7% | +10.0% |
| 3M | +4.6% | -3.4% | +8.0% | +7.1% |
| 6M | +27.5% | +0.8% | +26.7% | +25.9% |
| YTD | +20.9% | +10.7% | +10.1% | +10.7% |
| 1Y | +30.1% | +11.6% | +18.5% | +18.4% |
| 3Y | +46.6% | +73.4% | -26.7% | -7.7% |
| 5Y | +191.6% | +60.2% | +131.4% | +94.6% |
| 10Y | +474.5% | +221.6% | +253.0% | +91.5% |
| All | +474.5% | +220.7% | +253.9% | +91.5% |
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