+426.7%
VRTX vs AFL
+303.3%
+123.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -5.6% | -1.6% | -4.0% | -5.2% |
| 30D | -2.0% | -4.0% | +2.1% | -1.0% |
| 3M | +15.8% | -0.5% | +16.3% | +15.8% |
| 6M | +4.7% | +6.5% | -1.8% | +2.8% |
| YTD | +13.7% | +6.2% | +7.5% | +11.5% |
| 1Y | +29.7% | +8.3% | +21.4% | +26.5% |
| 3Y | +48.4% | +62.5% | -14.1% | +28.7% |
| 5Y | +173.3% | +136.2% | +37.2% | +113.7% |
| All | +426.7% | +303.3% | +123.5% | +274.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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