+470.4%
VRTX vs ADM
+133.7%
+336.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -1.3% |
| 7D | -1.6% | +4.2% | -5.7% | -2.4% |
| 30D | +8.0% | -12.8% | +20.9% | +11.0% |
| 3M | +4.3% | -8.5% | +12.8% | +5.9% |
| 6M | +18.9% | -10.9% | +29.8% | +21.1% |
| YTD | +18.8% | +29.4% | -10.6% | +11.1% |
| 1Y | +24.0% | +27.5% | -3.6% | +16.3% |
| 3Y | +42.1% | +10.3% | +31.8% | +35.1% |
| 5Y | +187.6% | +27.4% | +160.2% | +153.1% |
| All | +470.4% | +133.7% | +336.7% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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