+11.7%
VRTX vs ADVB
-97.6%
+109.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.5% | +8.3% | -1.1% |
| 7D | +0.5% | -28.0% | +28.5% | +0.8% |
| 30D | +8.0% | -70.2% | +78.2% | +9.3% |
| 3M | +11.9% | -76.1% | +88.0% | +13.4% |
| 6M | +27.8% | -72.3% | +100.1% | +27.9% |
| YTD | +19.7% | -67.5% | +87.1% | +18.0% |
| 1Y | +30.1% | -78.6% | +108.7% | +30.7% |
| All | +11.7% | -97.6% | +109.3% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling