+184.1%
VRTX vs ADM
+62.5%
+121.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | +0.8% | +3.8% | -2.9% | +0.5% |
| 30D | +12.6% | +9.8% | +2.9% | +11.7% |
| 3M | +23.6% | +2.1% | +21.5% | +23.3% |
| 6M | +14.3% | +27.5% | -13.2% | +11.6% |
| YTD | +20.5% | +50.2% | -29.7% | +15.8% |
| 1Y | +37.6% | +40.6% | -3.0% | +33.0% |
| 3Y | +55.5% | +17.2% | +38.3% | +54.7% |
| All | +184.1% | +62.5% | +121.6% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling