+443.5%
VRTX vs AG
+57.4%
+386.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -3.1% |
| 7D | -3.4% | +4.5% | -7.9% | -3.7% |
| 30D | +6.6% | +12.9% | -6.2% | +5.6% |
| 3M | +19.4% | +20.9% | -1.5% | +17.5% |
| 6M | +15.8% | -19.5% | +35.3% | +16.7% |
| YTD | +16.7% | +24.8% | -8.1% | +13.8% |
| 1Y | +33.8% | +120.2% | -86.4% | +24.9% |
| 3Y | +54.2% | +279.0% | -224.8% | +34.9% |
| 5Y | +176.4% | +67.9% | +108.5% | +152.1% |
| 10Y | +443.5% | +57.5% | +386.0% | +378.8% |
| All | +443.5% | +57.4% | +386.1% | +378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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