+50.1%
VRTX vs AFL
+62.8%
-12.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -6.4% | -2.1% | -4.3% | -6.0% |
| 30D | -0.5% | -5.4% | +4.9% | +0.4% |
| 3M | +16.9% | -0.3% | +17.2% | +16.7% |
| 6M | +13.1% | +5.2% | +7.9% | +11.6% |
| YTD | +14.9% | +5.7% | +9.3% | +13.1% |
| 1Y | +31.4% | +10.2% | +21.2% | +28.1% |
| All | +50.1% | +62.8% | -12.7% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling