+494.6%
VRTX vs ACWI
+227.3%
+267.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -1.0% |
| 7D | -0.4% | -0.7% | +0.3% | 0.0% |
| 30D | +7.9% | -2.0% | +9.9% | +9.4% |
| 3M | +3.3% | -2.2% | +5.4% | +4.7% |
| 6M | +25.7% | +1.9% | +23.8% | +23.2% |
| YTD | +20.7% | +12.0% | +8.7% | +9.6% |
| 1Y | +27.4% | +12.5% | +14.9% | +15.2% |
| 3Y | +46.4% | +75.4% | -29.0% | -8.6% |
| 5Y | +194.3% | +61.5% | +132.8% | +95.4% |
| 10Y | +494.6% | +227.1% | +267.5% | +102.1% |
| All | +494.6% | +227.3% | +267.3% | +102.1% |
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