+470.4%
VRTX vs AG
+76.0%
+394.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -1.6% | -10.0% | +8.4% | -0.9% |
| 30D | +8.0% | -10.5% | +18.5% | +8.7% |
| 3M | +4.3% | -27.3% | +31.5% | +6.1% |
| 6M | +18.9% | -43.0% | +61.9% | +22.4% |
| YTD | +18.8% | -17.9% | +36.7% | +19.1% |
| 1Y | +24.0% | +11.9% | +12.0% | +21.9% |
| 3Y | +42.1% | +201.8% | -159.7% | +28.3% |
| 5Y | +187.6% | -0.1% | +187.6% | +173.6% |
| All | +470.4% | +76.0% | +394.4% | +417.6% |
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