+10.9%
VRTX vs ADVB
-96.8%
+107.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.6% | +22.8% | -0.5% |
| 7D | -1.6% | +27.8% | -29.3% | -1.9% |
| 30D | +8.0% | -50.8% | +58.8% | +8.7% |
| 3M | +4.3% | -70.5% | +74.8% | +5.5% |
| 6M | +18.9% | -46.7% | +65.6% | +17.2% |
| YTD | +18.8% | -56.7% | +75.5% | +16.7% |
| 1Y | +24.0% | -71.8% | +95.7% | +24.2% |
| All | +10.9% | -96.8% | +107.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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