+426.7%
VRTX vs AJG
+473.1%
-46.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -5.6% | -8.3% | +2.7% | -2.3% |
| 30D | -2.0% | -5.7% | +3.7% | +0.3% |
| 3M | +15.8% | +9.1% | +6.7% | +11.4% |
| 6M | +4.7% | +15.2% | -10.5% | -2.0% |
| YTD | +13.7% | -6.3% | +20.0% | +15.2% |
| 1Y | +29.7% | -19.1% | +48.8% | +39.7% |
| 3Y | +48.4% | +8.2% | +40.2% | +35.1% |
| 5Y | +173.3% | +75.6% | +97.7% | +90.9% |
| All | +426.7% | +473.1% | -46.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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