+493.1%
VRTX vs ADM
+100.2%
+392.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.4% | -7.8% | +7.4% | +1.3% |
| 30D | +8.0% | -12.6% | +20.6% | +10.9% |
| 3M | +11.0% | -8.2% | +19.3% | +12.7% |
| 6M | +28.2% | -8.9% | +37.1% | +29.9% |
| YTD | +21.5% | +24.0% | -2.5% | +14.6% |
| 1Y | +34.5% | +26.2% | +8.4% | +26.3% |
| 3Y | +49.5% | +7.0% | +42.5% | +42.7% |
| 5Y | +188.3% | +24.9% | +163.4% | +153.5% |
| 10Y | +493.1% | +102.6% | +390.5% | +306.3% |
| All | +493.1% | +100.2% | +392.9% | +306.3% |
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