+4,155.8%
VRTX vs AGI
+4,227.8%
-72.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.6% |
| 7D | 0.0% | -7.5% | +7.5% | +0.5% |
| 30D | +11.8% | -9.9% | +21.7% | +12.4% |
| 3M | +3.2% | -14.2% | +17.4% | +3.9% |
| 6M | +21.0% | -35.2% | +56.2% | +23.6% |
| YTD | +19.7% | -25.2% | +44.9% | +20.9% |
| 1Y | +25.0% | -14.3% | +39.3% | +25.2% |
| 3Y | +45.2% | +127.7% | -82.5% | +36.6% |
| 5Y | +189.7% | +243.4% | -53.7% | +164.5% |
| 10Y | +489.8% | +384.1% | +105.7% | +413.8% |
| All | +4,155.8% | +4,227.8% | -72.0% | +3,627.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling