+493.1%
VRTX vs ACWI
+226.8%
+266.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -1.3% |
| 7D | -0.4% | +0.3% | -0.7% | -0.7% |
| 30D | +8.0% | -2.8% | +10.8% | +10.2% |
| 3M | +11.0% | -3.2% | +14.2% | +13.5% |
| 6M | +28.2% | +1.3% | +26.9% | +26.1% |
| YTD | +21.5% | +11.2% | +10.3% | +10.9% |
| 1Y | +34.5% | +13.8% | +20.8% | +20.6% |
| 3Y | +49.5% | +76.2% | -26.7% | -7.1% |
| 5Y | +188.3% | +59.5% | +128.8% | +93.4% |
| 10Y | +493.1% | +222.2% | +270.9% | +101.7% |
| All | +493.1% | +226.8% | +266.3% | +101.7% |
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