+24.0%
VRTX vs AGI
-15.8%
+39.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -1.6% | -10.1% | +8.6% | -0.4% |
| 30D | +8.0% | -6.5% | +14.6% | +8.5% |
| 3M | +4.3% | -12.8% | +17.1% | +5.5% |
| 6M | +18.9% | -34.3% | +53.2% | +23.3% |
| YTD | +18.8% | -25.6% | +44.4% | +22.3% |
| 1Y | +24.0% | -14.2% | +38.2% | +28.5% |
| All | +24.0% | -15.8% | +39.7% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling