+25.0%
VRTX vs ADM
+27.8%
-2.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | +11.8% | -14.7% | +26.5% | +12.0% |
| 3M | +3.2% | -10.4% | +13.6% | +3.3% |
| 6M | +21.0% | -10.9% | +32.0% | +20.8% |
| YTD | +19.7% | +26.0% | -6.3% | +17.9% |
| 1Y | +25.0% | +26.5% | -1.5% | +22.5% |
| All | +25.0% | +27.8% | -2.8% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling