+443.5%
VRTX vs ADM
+158.6%
+284.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.1% |
| 7D | -3.4% | -0.1% | -3.4% | -3.4% |
| 30D | +6.6% | +11.0% | -4.4% | +4.2% |
| 3M | +19.4% | +6.0% | +13.4% | +17.6% |
| 6M | +15.8% | +26.9% | -11.1% | +9.3% |
| YTD | +16.7% | +50.0% | -33.4% | +5.9% |
| 1Y | +33.8% | +39.6% | -5.8% | +23.2% |
| 3Y | +54.2% | +18.5% | +35.6% | +45.6% |
| 5Y | +176.4% | +62.6% | +113.8% | +127.4% |
| 10Y | +443.5% | +162.4% | +281.1% | +234.3% |
| All | +443.5% | +158.6% | +284.9% | +234.3% |
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