+461.2%
VRTX vs ALB
+74.4%
+386.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.6% |
| 7D | +0.8% | -8.1% | +8.9% | +1.8% |
| 30D | +12.6% | +6.3% | +6.4% | +11.7% |
| 3M | +23.6% | -23.6% | +47.2% | +27.1% |
| 6M | +14.3% | -24.6% | +38.9% | +16.9% |
| YTD | +20.5% | -10.3% | +30.7% | +20.1% |
| 1Y | +37.6% | +61.5% | -23.9% | +26.3% |
| 3Y | +55.5% | -34.0% | +89.5% | +55.5% |
| 5Y | +175.7% | -44.6% | +220.3% | +172.3% |
| All | +461.2% | +74.4% | +386.8% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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