+470.4%
VRTX vs AIG
+67.5%
+402.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.6% | +6.6% | -8.1% | -2.8% |
| 30D | +8.0% | +7.0% | +1.0% | +6.6% |
| 3M | +4.3% | +9.7% | -5.4% | +2.3% |
| 6M | +18.9% | +10.8% | +8.1% | +16.3% |
| YTD | +18.8% | -1.3% | +20.1% | +18.6% |
| 1Y | +24.0% | +8.4% | +15.6% | +21.4% |
| 3Y | +42.1% | +39.0% | +3.1% | +31.4% |
| 5Y | +187.6% | +59.6% | +128.0% | +155.6% |
| All | +470.4% | +67.5% | +402.9% | +368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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