+12,075.3%
VRTX vs ADM
+1,290.2%
+10,785.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +3.2% | -1.8% | +5.1% | +3.7% |
| 30D | +7.4% | -13.3% | +20.7% | +11.4% |
| 3M | +4.6% | -13.4% | +17.9% | +8.3% |
| 6M | +27.5% | -9.6% | +37.1% | +30.1% |
| YTD | +20.9% | +23.0% | -2.2% | +12.9% |
| 1Y | +30.1% | +27.4% | +2.7% | +20.3% |
| 3Y | +46.6% | +5.7% | +41.0% | +37.9% |
| 5Y | +191.6% | +22.1% | +169.5% | +158.1% |
| 10Y | +474.5% | +106.0% | +368.6% | +323.3% |
| All | +12,075.3% | +1,290.2% | +10,785.1% | +4,770.4% |
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