+12.6%
VRTX vs ADVB
-97.5%
+110.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.8% |
| 7D | -2.1% | -13.9% | +11.8% | -2.0% |
| 30D | +8.2% | -68.1% | +76.3% | +9.4% |
| 3M | +13.0% | -73.4% | +86.4% | +14.4% |
| 6M | +27.9% | -70.8% | +98.7% | +27.9% |
| YTD | +20.7% | -66.1% | +86.8% | +18.9% |
| 1Y | +31.4% | -77.5% | +108.9% | +32.0% |
| All | +12.6% | -97.5% | +110.2% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling