+11.7%
VRTX vs ADVB
-95.9%
+107.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +42.7% | -43.5% | -1.2% |
| 7D | 0.0% | +74.2% | -74.2% | -0.5% |
| 30D | +11.8% | -35.9% | +47.7% | +12.3% |
| 3M | +3.2% | -56.4% | +59.7% | +4.0% |
| 6M | +21.0% | -36.7% | +57.8% | +19.5% |
| YTD | +19.7% | -43.3% | +63.0% | +17.4% |
| 1Y | +25.0% | -63.4% | +88.4% | +25.1% |
| All | +11.7% | -95.9% | +107.6% | +15.3% |
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