+188.2%
VRTX vs AG
0.0%
+188.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.2% |
| 6M | +18.9% | -43.0% | +61.9% | +22.4% |
| YTD | +18.8% | -17.9% | +36.7% | +19.4% |
| 1Y | +24.0% | +11.9% | +12.0% | +22.4% |
| 3Y | +42.1% | +201.8% | -159.7% | +28.4% |
| All | +188.2% | 0.0% | +188.2% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling