+1,148.4%
VRTX vs AG
+284.3%
+864.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | -0.4% | -4.0% | +3.7% | -0.1% |
| 30D | +7.9% | -13.1% | +21.0% | +8.8% |
| 3M | +3.3% | -22.0% | +25.3% | +4.7% |
| 6M | +25.7% | -37.3% | +63.0% | +28.8% |
| YTD | +20.7% | -11.2% | +31.8% | +20.1% |
| 1Y | +27.4% | +23.9% | +3.5% | +23.9% |
| 3Y | +46.4% | +225.1% | -178.7% | +30.1% |
| 5Y | +194.3% | +7.7% | +186.6% | +176.2% |
| 10Y | +494.6% | +86.9% | +407.7% | +411.7% |
| All | +1,148.4% | +284.3% | +864.0% | +677.5% |
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