+425.8%
VRTX vs AGI
+388.9%
+36.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.0% |
| 7D | -7.8% | -5.3% | -2.5% | -7.4% |
| 30D | -2.8% | +6.8% | -9.6% | -3.3% |
| 3M | +18.1% | +8.3% | +9.8% | +17.2% |
| 6M | +3.1% | -29.2% | +32.3% | +5.1% |
| YTD | +13.5% | -7.3% | +20.8% | +13.4% |
| 1Y | +32.4% | +8.0% | +24.4% | +30.6% |
| 3Y | +50.0% | +206.6% | -156.6% | +36.3% |
| 5Y | +172.9% | +398.1% | -225.3% | +138.0% |
| All | +425.8% | +388.9% | +36.9% | +360.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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