+13.4%
VRTX vs ADVB
-97.4%
+110.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.7% |
| 7D | -0.4% | -1.2% | +0.8% | -0.4% |
| 30D | +8.0% | -61.4% | +69.4% | +9.0% |
| 3M | +11.0% | -67.8% | +78.9% | +12.2% |
| 6M | +28.2% | -66.9% | +95.0% | +27.7% |
| YTD | +21.5% | -64.9% | +86.4% | +19.7% |
| 1Y | +34.5% | -74.8% | +109.3% | +34.5% |
| All | +13.4% | -97.4% | +110.9% | +17.7% |
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