+12,057.6%
VRTX vs ADM
+1,303.7%
+10,753.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | -2.1% | -9.0% | +6.9% | +0.4% |
| 30D | +8.2% | -14.0% | +22.2% | +12.5% |
| 3M | +13.0% | -9.2% | +22.2% | +15.6% |
| 6M | +27.9% | -9.2% | +37.1% | +30.4% |
| YTD | +20.7% | +24.2% | -3.5% | +12.5% |
| 1Y | +31.4% | +27.0% | +4.5% | +21.7% |
| 3Y | +41.8% | +6.6% | +35.2% | +33.1% |
| 5Y | +183.7% | +25.0% | +158.7% | +149.4% |
| 10Y | +592.9% | +100.2% | +492.6% | +414.0% |
| All | +12,057.6% | +1,303.7% | +10,753.9% | +4,750.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling