+11,868.9%
VRTX vs AFL
+16,873.4%
-5,004.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.6% | +2.9% | -4.4% | -2.3% |
| 30D | +8.0% | +8.0% | +0.1% | +5.8% |
| 3M | +4.3% | +5.9% | -1.6% | +2.6% |
| 6M | +18.9% | +11.6% | +7.2% | +15.1% |
| YTD | +18.8% | +17.5% | +1.3% | +13.2% |
| 1Y | +24.0% | +13.3% | +10.7% | +19.3% |
| 3Y | +42.1% | +67.0% | -24.9% | +21.7% |
| 5Y | +187.6% | +150.6% | +36.9% | +119.0% |
| 10Y | +485.4% | +343.1% | +142.4% | +263.4% |
| All | +11,868.9% | +16,873.4% | -5,004.5% | +2,660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling