+41.8%
VRTX vs AG
+219.8%
-177.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | -2.1% | +6.3% | -8.4% | -2.5% |
| 30D | +8.2% | -8.9% | +17.1% | +8.7% |
| 3M | +13.0% | -12.2% | +25.2% | +13.7% |
| 6M | +27.9% | -28.3% | +56.2% | +29.7% |
| YTD | +20.7% | -8.8% | +29.5% | +21.2% |
| 1Y | +31.4% | +39.4% | -7.9% | +29.8% |
| 3Y | +41.8% | +229.4% | -187.6% | +36.9% |
| All | +41.8% | +219.8% | -177.9% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling