+177.1%
VRTX vs AGI
+392.7%
-215.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -6.4% | +2.2% | -8.6% | -6.6% |
| 30D | -0.5% | +11.3% | -11.8% | -1.5% |
| 3M | +16.9% | +5.6% | +11.3% | +16.0% |
| 6M | +13.1% | -27.7% | +40.7% | +15.4% |
| YTD | +14.9% | -4.1% | +19.0% | +14.6% |
| 1Y | +31.4% | +13.8% | +17.6% | +29.0% |
| 3Y | +51.9% | +217.0% | -165.1% | +33.7% |
| 5Y | +177.1% | +404.3% | -227.3% | +130.7% |
| All | +177.1% | +392.7% | -215.6% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling