+24.0%
VRTX vs AIG
+8.7%
+15.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.6% | +6.6% | -8.1% | -2.6% |
| 30D | +8.0% | +7.0% | +1.0% | +7.1% |
| 3M | +4.3% | +9.7% | -5.4% | +3.0% |
| 6M | +18.9% | +10.8% | +8.1% | +17.4% |
| YTD | +18.8% | -1.3% | +20.1% | +17.3% |
| 1Y | +24.0% | +8.4% | +15.6% | +17.5% |
| All | +24.0% | +8.7% | +15.3% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling