+4,183.3%
VRTX vs AGI
+5,459.2%
-1,275.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.0% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | +12.6% | +18.2% | -5.6% | +11.5% |
| 3M | +23.6% | -4.1% | +27.8% | +23.7% |
| 6M | +14.3% | -28.7% | +43.0% | +16.0% |
| YTD | +20.5% | -4.0% | +24.4% | +20.1% |
| 1Y | +37.6% | +17.4% | +20.2% | +35.4% |
| 3Y | +55.5% | +203.0% | -147.5% | +44.1% |
| 5Y | +175.7% | +376.7% | -200.9% | +147.3% |
| 10Y | +474.2% | +407.5% | +66.7% | +398.2% |
| All | +4,183.3% | +5,459.2% | -1,275.9% | +3,603.6% |
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