+1,146.3%
VRTX vs AG
+445.6%
+700.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -2.0% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | +12.6% | +19.2% | -6.5% | +11.3% |
| 3M | +23.6% | +6.2% | +17.5% | +22.7% |
| 6M | +14.3% | -26.7% | +41.0% | +15.8% |
| YTD | +20.5% | +26.1% | -5.7% | +17.4% |
| 1Y | +37.6% | +131.7% | -94.1% | +28.1% |
| 3Y | +55.5% | +255.3% | -199.8% | +37.4% |
| 5Y | +175.7% | +61.9% | +113.8% | +152.2% |
| 10Y | +474.2% | +72.0% | +402.2% | +396.6% |
| All | +1,146.3% | +445.6% | +700.6% | +659.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling