+14.3%
VRTX vs ADVB
+73.8%
-59.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | +0.8% | -3.8% | +4.6% | +0.8% |
| 30D | +12.6% | +17.6% | -4.9% | +12.7% |
| 3M | +23.6% | +119.1% | -95.5% | +24.1% |
| 6M | +14.3% | +103.4% | -89.1% | +13.6% |
| All | +14.3% | +73.8% | -59.6% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling