+557.4%
VRTX vs ALB
+33.3%
+524.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | -2.1% | +9.1% | -11.2% | -3.1% |
| 30D | +8.2% | -3.4% | +11.6% | +8.5% |
| 3M | +13.0% | -20.6% | +33.6% | +15.7% |
| 6M | +27.9% | -48.2% | +76.1% | +37.1% |
| YTD | +20.7% | -29.2% | +49.9% | +23.4% |
| 1Y | +31.4% | +10.0% | +21.4% | +27.0% |
| 3Y | +41.8% | -12.9% | +54.7% | +35.1% |
| 5Y | +183.7% | -61.3% | +245.0% | +194.1% |
| All | +557.4% | +33.3% | +524.1% | +445.7% |
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